+301.8%
RCL vs CI
+52.1%
+249.6%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -1.3% |
| 7D | +0.6% | -1.3% | +1.9% | +0.8% |
| 30D | +19.4% | +6.4% | +13.0% | +18.0% |
| 3M | +9.8% | +10.7% | -0.9% | +7.6% |
| 6M | +28.6% | +5.5% | +23.2% | +26.9% |
| YTD | +22.2% | +11.4% | +10.8% | +18.9% |
| 1Y | +29.7% | +15.0% | +14.7% | +25.5% |
| 3Y | +265.3% | +9.0% | +256.3% | +243.8% |
| 5Y | +301.8% | +52.0% | +249.8% | +177.1% |
| All | +301.8% | +52.1% | +249.6% | +177.1% |
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