+718.0%
RCL vs CNH
+64.7%
+653.3%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.0% | -4.2% | -2.5% |
| 7D | -5.1% | +23.3% | -28.4% | -16.7% |
| 30D | -19.0% | +33.5% | -52.5% | -32.7% |
| 3M | -9.6% | +32.7% | -42.3% | -25.1% |
| 6M | -6.7% | +22.2% | -28.9% | -19.6% |
| YTD | -3.9% | +57.7% | -61.6% | -29.7% |
| 1Y | -25.1% | +28.0% | -53.1% | -38.0% |
| 3Y | +179.1% | +11.5% | +167.6% | +137.0% |
| 5Y | +243.3% | +11.9% | +231.5% | +185.1% |
| 10Y | +325.8% | +162.8% | +163.0% | +116.9% |
| All | +718.0% | +64.7% | +653.3% | +365.5% |
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 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