+2,190.4%
RCL vs CNC
+5,537.6%
-3,347.2%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.3% | +0.2% |
| 7D | -5.1% | +3.5% | -8.6% | -5.9% |
| 30D | -19.0% | +0.1% | -19.1% | -19.1% |
| 3M | -9.6% | +6.9% | -16.5% | -11.7% |
| 6M | -6.7% | +49.0% | -55.7% | -17.4% |
| YTD | -3.9% | +62.9% | -66.8% | -17.4% |
| 1Y | -25.1% | +134.0% | -159.1% | -42.3% |
| 3Y | +179.1% | +9.4% | +169.7% | +143.5% |
| 5Y | +243.3% | +4.1% | +239.2% | +198.3% |
| 10Y | +325.8% | +95.4% | +230.4% | +199.3% |
| All | +2,190.4% | +5,537.6% | -3,347.2% | +700.9% |
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 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