+915.2%
RCL vs CNH
+32.2%
+883.0%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.8% | -1.4% | -0.2% |
| 7D | +6.5% | -1.7% | +8.2% | +7.6% |
| 30D | +15.9% | -7.2% | +23.1% | +20.3% |
| 3M | +2.7% | +6.5% | -3.9% | -4.1% |
| 6M | +15.2% | +7.9% | +7.4% | +5.4% |
| YTD | +19.2% | +26.6% | -7.4% | -2.2% |
| 1Y | +31.6% | +13.8% | +17.8% | +14.6% |
| 3Y | +274.2% | +9.2% | +265.0% | +212.9% |
| 5Y | +250.1% | -15.6% | +265.7% | +240.2% |
| 10Y | +388.4% | +119.2% | +269.2% | +175.5% |
| All | +915.2% | +32.2% | +883.0% | +547.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling