+4,549.4%
RCL vs CLX
+1,816.3%
+2,733.1%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.2% | +0.2% |
| 7D | -5.1% | -9.2% | +4.1% | -2.6% |
| 30D | -19.0% | -11.0% | -8.0% | -16.5% |
| 3M | -9.6% | +5.0% | -14.6% | -11.0% |
| 6M | -6.7% | -18.8% | +12.1% | -1.9% |
| YTD | -3.9% | -4.4% | +0.5% | -3.5% |
| 1Y | -25.1% | -21.9% | -3.2% | -20.8% |
| 3Y | +179.1% | -32.8% | +211.9% | +202.9% |
| 5Y | +243.3% | -34.6% | +277.9% | +267.1% |
| 10Y | +325.8% | -4.7% | +330.5% | +254.5% |
| All | +4,549.4% | +1,816.3% | +2,733.1% | +1,958.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling