+1,650.0%
RCL vs CHRW
+4,173.0%
-2,523.0%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.2% | -0.6% |
| 7D | -5.1% | -1.4% | -3.7% | -4.5% |
| 30D | -19.0% | -3.5% | -15.5% | -17.9% |
| 3M | -9.6% | -19.4% | +9.8% | -2.8% |
| 6M | -6.7% | -21.4% | +14.7% | +0.5% |
| YTD | -3.9% | -7.1% | +3.2% | -4.6% |
| 1Y | -25.1% | +17.8% | -42.9% | -33.8% |
| 3Y | +179.1% | +78.8% | +100.3% | +95.6% |
| 5Y | +243.3% | +83.5% | +159.8% | +131.7% |
| 10Y | +325.8% | +160.2% | +165.5% | +140.5% |
| All | +1,650.0% | +4,173.0% | -2,523.0% | +289.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling