+2,708.6%
RCL vs CNC
+5,893.3%
-3,184.6%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.4% | -1.0% | 0.0% |
| 7D | -1.2% | +2.2% | -3.4% | -1.7% |
| 30D | +17.8% | +1.6% | +16.3% | +17.1% |
| 3M | +4.9% | +7.9% | -3.0% | +2.5% |
| 6M | +23.7% | +21.2% | +2.5% | +16.6% |
| YTD | +17.8% | +73.2% | -55.4% | -0.6% |
| 1Y | +28.9% | +97.5% | -68.6% | +5.0% |
| 3Y | +241.9% | -1.2% | +243.1% | +208.2% |
| 5Y | +295.4% | -6.1% | +301.5% | +255.1% |
| 10Y | +344.1% | +181.3% | +162.9% | +185.7% |
| All | +2,708.6% | +5,893.3% | -3,184.6% | +863.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling