-25.1%
RCL vs CNC
+129.2%
-154.3%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.3% | -0.2% |
| 7D | -5.1% | +3.5% | -8.6% | -5.0% |
| 30D | -19.0% | +0.1% | -19.1% | -19.0% |
| 3M | -9.6% | +6.9% | -16.5% | -9.4% |
| 6M | -6.7% | +49.0% | -55.7% | -6.0% |
| YTD | -3.9% | +62.9% | -66.8% | -2.7% |
| 1Y | -25.1% | +134.0% | -159.1% | -26.9% |
| All | -25.1% | +129.2% | -154.3% | -26.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CNC.
Daily Out/Under-Performance
Portfolio return minus CNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNC 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 1y: compounded portfolio wealth divided by compounded CNC 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…
1y analysis · Full analysis span regression · 6 months rolling