-25.1%
RCL vs CNP
+7.2%
-32.3%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.6% | -0.4% |
| 7D | -5.1% | +1.1% | -6.2% | -4.7% |
| 30D | -19.0% | -1.8% | -17.2% | -19.5% |
| 3M | -9.6% | -4.6% | -4.9% | -10.6% |
| 6M | -6.7% | -8.8% | +2.2% | -9.2% |
| YTD | -3.9% | +5.2% | -9.2% | -2.2% |
| 1Y | -25.1% | +8.3% | -33.4% | -25.6% |
| All | -25.1% | +7.2% | -32.3% | -25.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP 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 1y: compounded portfolio wealth divided by compounded CNP 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…
1y analysis · Full analysis span regression · 6 months rolling