+175.6%
RCL vs CHRW
+78.9%
+96.7%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.2% | -0.3% |
| 7D | -5.1% | -1.4% | -3.7% | -4.8% |
| 30D | -19.0% | -3.5% | -15.5% | -18.5% |
| 3M | -9.6% | -19.4% | +9.8% | -6.7% |
| 6M | -6.7% | -21.4% | +14.7% | -3.5% |
| YTD | -3.9% | -7.1% | +3.2% | -4.3% |
| 1Y | -25.1% | +17.8% | -42.9% | -29.1% |
| All | +175.6% | +78.9% | +96.7% | +150.0% |
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