+240.5%
RCL vs CHRW
+80.1%
+160.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.5% | -4.4% | -4.0% |
| 7D | -0.2% | +4.7% | -5.0% | -1.1% |
| 30D | +14.4% | -2.6% | +17.0% | +14.7% |
| 3M | +5.2% | -8.0% | +13.2% | +6.2% |
| 6M | +26.1% | -19.0% | +45.1% | +28.8% |
| YTD | +17.4% | -15.5% | +32.8% | +18.3% |
| 1Y | +24.7% | -10.8% | +35.5% | +24.4% |
| All | +240.5% | +80.1% | +160.5% | +191.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CHRW.
Daily Out/Under-Performance
Portfolio return minus CHRW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHRW return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded CHRW wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling