+379.0%
RCL vs CI
+158.0%
+221.0%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.7% | +2.3% | +2.7% |
| 7D | +5.0% | +0.1% | +4.8% | +4.9% |
| 30D | +19.4% | +4.7% | +14.7% | +16.7% |
| 3M | +5.9% | +5.2% | +0.7% | +3.1% |
| 6M | +23.8% | +3.8% | +20.0% | +20.2% |
| YTD | +22.8% | +9.2% | +13.6% | +15.4% |
| 1Y | +34.3% | +14.3% | +20.0% | +23.4% |
| 3Y | +276.4% | +8.4% | +268.0% | +223.8% |
| 5Y | +281.6% | +50.0% | +231.5% | +156.2% |
| 10Y | +379.0% | +142.2% | +236.8% | +176.5% |
| All | +379.0% | +158.0% | +221.0% | +176.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI 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 10y: compounded portfolio wealth divided by compounded CI 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…
10y analysis · Full analysis span regression · 6 months rolling