+379.0%
RCL vs CNH
+134.0%
+245.1%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +10.9% | -7.9% | -3.9% |
| 7D | +5.0% | +8.6% | -3.6% | -0.7% |
| 30D | +19.4% | +12.6% | +6.8% | +9.9% |
| 3M | +5.9% | +17.5% | -11.6% | -8.1% |
| 6M | +23.8% | +18.1% | +5.7% | +5.3% |
| YTD | +22.8% | +40.4% | -17.6% | -8.5% |
| 1Y | +34.3% | +34.0% | +0.3% | +2.9% |
| 3Y | +276.4% | +35.3% | +241.1% | +163.1% |
| 5Y | +281.6% | -5.1% | +286.7% | +235.1% |
| 10Y | +379.0% | +124.0% | +255.0% | +154.6% |
| All | +379.0% | +134.0% | +245.1% | +154.6% |
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