+375.0%
RCL vs CI
+147.8%
+227.2%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.5% | -1.7% | -0.3% |
| 7D | +8.5% | +2.6% | +5.9% | +7.3% |
| 30D | +20.4% | +7.3% | +13.1% | +16.3% |
| 3M | +11.0% | +9.5% | +1.5% | +6.0% |
| 6M | +24.9% | +6.4% | +18.4% | +19.8% |
| YTD | +23.9% | +12.0% | +11.9% | +15.0% |
| 1Y | +30.8% | +20.1% | +10.7% | +17.5% |
| 3Y | +270.4% | +9.6% | +260.8% | +217.8% |
| 5Y | +296.1% | +52.7% | +243.4% | +164.2% |
| 10Y | +375.0% | +150.3% | +224.8% | +168.9% |
| All | +375.0% | +147.8% | +227.2% | +168.9% |
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