+360.5%
RCL vs CP
+251.7%
+108.8%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | +0.6% | -0.7% | +1.3% | +1.2% |
| 30D | +19.4% | +9.6% | +9.8% | +10.8% |
| 3M | +9.8% | +2.2% | +7.5% | +7.4% |
| 6M | +28.6% | +11.1% | +17.5% | +16.8% |
| YTD | +22.2% | +28.2% | -6.0% | -1.4% |
| 1Y | +29.7% | +32.2% | -2.4% | +2.2% |
| 3Y | +265.3% | +35.5% | +229.8% | +170.8% |
| 5Y | +301.8% | +26.8% | +275.0% | +211.5% |
| 10Y | +360.5% | +256.9% | +103.6% | +96.1% |
| All | +360.5% | +251.7% | +108.8% | +96.1% |
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