+32.0%
RCL vs CNH
+15.2%
+16.8%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -0.2% | +6.6% | +6.4% |
| 7D | +11.7% | +6.5% | +5.2% | +9.8% |
| 30D | +21.1% | -12.0% | +33.1% | +25.4% |
| 3M | +2.9% | +4.4% | -1.5% | -0.8% |
| 6M | +29.8% | +15.7% | +14.1% | +19.3% |
| YTD | +21.4% | +28.2% | -6.8% | +7.7% |
| 1Y | +32.0% | +14.8% | +17.2% | +20.5% |
| All | +32.0% | +15.2% | +16.8% | +20.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 CNH 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