+5,669.9%
RCL vs CLX
+1,988.3%
+3,681.7%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.3% | +1.1% | +1.3% |
| 7D | +6.5% | +13.6% | -7.1% | +2.9% |
| 30D | +15.9% | +23.4% | -7.5% | +9.5% |
| 3M | +2.7% | -2.8% | +5.5% | +3.3% |
| 6M | +15.2% | +14.0% | +1.3% | +10.6% |
| YTD | +19.2% | +4.2% | +15.1% | +16.9% |
| 1Y | +31.6% | -1.2% | +32.8% | +30.7% |
| 3Y | +274.2% | -12.7% | +286.9% | +278.4% |
| 5Y | +250.1% | -26.5% | +276.6% | +262.3% |
| 10Y | +388.4% | +20.2% | +368.2% | +273.7% |
| All | +5,669.9% | +1,988.3% | +3,681.7% | +2,392.7% |
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 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