+261.1%
RCL vs CHRW
+49.0%
+212.1%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.3% | +3.7% | +2.0% |
| 7D | +6.5% | +0.6% | +5.9% | +6.3% |
| 30D | +15.9% | -7.3% | +23.2% | +17.8% |
| 3M | +2.7% | -14.2% | +16.8% | +6.0% |
| 6M | +15.2% | -25.1% | +40.3% | +21.6% |
| YTD | +19.2% | -21.2% | +40.4% | +22.6% |
| 1Y | +31.6% | -14.2% | +45.8% | +31.9% |
| 3Y | +274.2% | +63.5% | +210.7% | +191.5% |
| All | +261.1% | +49.0% | +212.1% | +176.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling