+29.7%
RCL vs CP
+32.8%
-3.1%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | +0.6% | -0.7% | +1.3% | +1.1% |
| 30D | +19.4% | +9.6% | +9.8% | +11.7% |
| 3M | +9.8% | +2.2% | +7.5% | +8.0% |
| 6M | +28.6% | +11.1% | +17.5% | +15.9% |
| YTD | +22.2% | +28.2% | -6.0% | -8.2% |
| 1Y | +29.7% | +32.2% | -2.4% | -6.0% |
| All | +29.7% | +32.8% | -3.1% | -6.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling