+234.8%
RCL vs CI
+42.7%
+192.1%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.2% | +0.1% |
| 7D | -5.1% | +1.3% | -6.4% | -5.3% |
| 30D | -19.0% | +4.4% | -23.4% | -19.7% |
| 3M | -9.6% | +0.7% | -10.2% | -9.9% |
| 6M | -6.7% | +0.3% | -7.0% | -7.2% |
| YTD | -3.9% | +3.8% | -7.7% | -5.2% |
| 1Y | -25.1% | -5.5% | -19.6% | -25.0% |
| 3Y | +179.1% | +8.1% | +171.0% | +156.3% |
| All | +234.8% | +42.7% | +192.1% | +149.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling