+375.0%
RCL vs CLX
+26.5%
+348.5%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.0% | -0.2% | +0.9% |
| 7D | +8.5% | +13.6% | -5.1% | +9.0% |
| 30D | +20.4% | +29.1% | -8.7% | +21.6% |
| 3M | +11.0% | +1.6% | +9.4% | +10.9% |
| 6M | +24.9% | +18.7% | +6.1% | +25.9% |
| YTD | +23.9% | +11.1% | +12.8% | +24.4% |
| 1Y | +30.8% | +7.0% | +23.8% | +30.9% |
| 3Y | +270.4% | -10.0% | +280.4% | +266.9% |
| 5Y | +296.1% | -22.6% | +318.7% | +277.8% |
| 10Y | +375.0% | +29.3% | +345.7% | +290.9% |
| All | +375.0% | +26.5% | +348.5% | +290.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 CLX 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