+345.6%
RCL vs CNH
+165.6%
+179.9%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.0% | -4.2% | -2.8% |
| 7D | -5.1% | +23.3% | -28.4% | -17.8% |
| 30D | -19.0% | +33.5% | -52.5% | -34.0% |
| 3M | -9.6% | +32.7% | -42.3% | -26.6% |
| 6M | -6.7% | +22.2% | -28.9% | -21.0% |
| YTD | -3.9% | +57.7% | -61.6% | -32.2% |
| 1Y | -25.1% | +28.0% | -53.1% | -39.4% |
| 3Y | +179.1% | +11.5% | +167.6% | +131.5% |
| 5Y | +243.3% | +11.9% | +231.5% | +173.7% |
| All | +345.6% | +165.6% | +179.9% | +107.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling