+241.9%
RCL vs CP
+36.4%
+205.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.7% |
| 7D | -1.2% | +2.1% | -3.3% | -2.5% |
| 30D | +17.8% | +9.3% | +8.5% | +11.5% |
| 3M | +4.9% | +0.5% | +4.5% | +4.5% |
| 6M | +23.7% | +10.4% | +13.3% | +15.3% |
| YTD | +17.8% | +28.7% | -10.9% | -0.6% |
| 1Y | +28.9% | +33.2% | -4.3% | +6.7% |
| 3Y | +241.9% | +38.4% | +203.4% | +180.8% |
| All | +241.9% | +36.4% | +205.5% | +180.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling