+342.5%
RCL vs CLX
-3.8%
+346.3%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.2% | +0.4% | -1.9% |
| 7D | -2.2% | -4.9% | +2.7% | -2.4% |
| 30D | -15.7% | -15.8% | +0.2% | -16.3% |
| 3M | -8.0% | -7.9% | 0.0% | -8.3% |
| 6M | -10.1% | -19.0% | +8.9% | -11.4% |
| YTD | -5.9% | -7.9% | +2.0% | -6.1% |
| 1Y | -23.5% | -25.4% | +1.9% | -25.2% |
| 3Y | +174.4% | -35.0% | +209.4% | +164.7% |
| 5Y | +227.1% | -36.8% | +263.9% | +209.5% |
| 10Y | +342.5% | -1.4% | +344.0% | +267.1% |
| All | +342.5% | -3.8% | +346.3% | +267.1% |
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