+240.5%
RCL vs CNH
+30.2%
+210.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -4.2% | +0.2% | -2.5% |
| 7D | -0.2% | +6.4% | -6.6% | -2.5% |
| 30D | +14.4% | -1.6% | +16.0% | +14.7% |
| 3M | +5.2% | +11.6% | -6.4% | -1.3% |
| 6M | +26.1% | +12.5% | +13.6% | +17.2% |
| YTD | +17.4% | +31.1% | -13.7% | +1.9% |
| 1Y | +24.7% | +17.0% | +7.7% | +13.2% |
| All | +240.5% | +30.2% | +210.4% | +197.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling