+274.2%
RCL vs CLX
-10.2%
+284.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.3% | +1.1% | +1.3% |
| 7D | +6.5% | +13.6% | -7.1% | +3.9% |
| 30D | +15.9% | +23.4% | -7.5% | +11.4% |
| 3M | +2.7% | -2.8% | +5.5% | +3.1% |
| 6M | +15.2% | +14.0% | +1.3% | +12.3% |
| YTD | +19.2% | +4.2% | +15.1% | +17.7% |
| 1Y | +31.6% | -1.2% | +32.8% | +30.5% |
| 3Y | +274.2% | -12.7% | +286.9% | +275.7% |
| All | +274.2% | -10.2% | +284.4% | +275.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling