+380.4%
RCL vs CI
+166.5%
+213.9%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.6% | +4.0% | +2.6% |
| 7D | +6.5% | -1.6% | +8.1% | +7.3% |
| 30D | +15.9% | +5.4% | +10.5% | +12.9% |
| 3M | +2.7% | +7.3% | -4.6% | -1.0% |
| 6M | +15.2% | +5.3% | +9.9% | +11.0% |
| YTD | +19.2% | +8.5% | +10.8% | +12.3% |
| 1Y | +31.6% | +17.1% | +14.5% | +19.5% |
| 3Y | +274.2% | +1.4% | +272.8% | +235.0% |
| 5Y | +250.1% | +50.5% | +199.6% | +134.4% |
| All | +380.4% | +166.5% | +213.9% | +167.0% |
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