+234.8%
RCL vs CP
+32.0%
+202.8%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.5% | -0.4% |
| 7D | -5.1% | -2.7% | -2.4% | -3.3% |
| 30D | -19.0% | +0.2% | -19.2% | -19.2% |
| 3M | -9.6% | +2.6% | -12.1% | -11.7% |
| 6M | -6.7% | +6.0% | -12.7% | -11.1% |
| YTD | -3.9% | +24.9% | -28.9% | -19.0% |
| 1Y | -25.1% | +20.1% | -45.2% | -35.1% |
| 3Y | +179.1% | +16.4% | +162.7% | +140.1% |
| All | +234.8% | +32.0% | +202.8% | +156.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling