+360.5%
RCL vs CNP
+142.1%
+218.4%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -1.0% |
| 7D | +0.6% | -0.1% | +0.7% | +0.7% |
| 30D | +19.4% | +5.0% | +14.4% | +15.0% |
| 3M | +9.8% | +2.7% | +7.1% | +7.3% |
| 6M | +28.6% | -1.9% | +30.5% | +29.0% |
| YTD | +22.2% | +8.8% | +13.4% | +12.0% |
| 1Y | +29.7% | +5.6% | +24.1% | +21.2% |
| 3Y | +265.3% | +63.2% | +202.1% | +134.0% |
| 5Y | +301.8% | +73.8% | +228.0% | +138.4% |
| 10Y | +360.5% | +144.0% | +216.5% | +112.6% |
| All | +360.5% | +142.1% | +218.4% | +112.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling