+4,549.4%
RCL vs CI
+6,076.7%
-1,527.3%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.2% | +0.4% |
| 7D | -5.1% | +1.3% | -6.4% | -5.6% |
| 30D | -19.0% | +4.4% | -23.4% | -20.6% |
| 3M | -9.6% | +0.7% | -10.2% | -10.4% |
| 6M | -6.7% | +0.3% | -7.0% | -7.9% |
| YTD | -3.9% | +3.8% | -7.7% | -7.0% |
| 1Y | -25.1% | -5.5% | -19.6% | -25.6% |
| 3Y | +179.1% | +8.1% | +171.0% | +147.1% |
| 5Y | +243.3% | +42.8% | +200.5% | +163.5% |
| 10Y | +325.8% | +143.9% | +181.9% | +156.9% |
| All | +4,549.4% | +6,076.7% | -1,527.3% | +904.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling