+379.0%
RCL vs CP
+261.0%
+118.0%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.0% | +1.0% | +1.4% |
| 7D | +5.0% | +2.8% | +2.2% | +2.7% |
| 30D | +19.4% | +11.3% | +8.1% | +9.4% |
| 3M | +5.9% | +2.9% | +3.1% | +3.1% |
| 6M | +23.8% | +9.8% | +14.0% | +13.6% |
| YTD | +22.8% | +28.5% | -5.7% | -1.0% |
| 1Y | +34.3% | +33.5% | +0.8% | +4.9% |
| 3Y | +276.4% | +31.9% | +244.5% | +185.5% |
| 5Y | +281.6% | +25.5% | +256.1% | +198.8% |
| 10Y | +379.0% | +257.6% | +121.4% | +106.4% |
| All | +379.0% | +261.0% | +118.0% | +106.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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