+5,669.9%
RCL vs CP
+9,495.8%
-3,825.9%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.7% | +3.1% | +2.4% |
| 7D | +6.5% | +2.8% | +3.7% | +4.8% |
| 30D | +15.9% | +10.2% | +5.7% | +9.1% |
| 3M | +2.7% | +2.4% | +0.3% | +0.9% |
| 6M | +15.2% | +7.7% | +7.6% | +9.3% |
| YTD | +19.2% | +26.0% | -6.8% | +2.8% |
| 1Y | +31.6% | +34.6% | -3.0% | +9.0% |
| 3Y | +274.2% | +26.7% | +247.5% | +216.1% |
| 5Y | +250.1% | +24.9% | +225.2% | +199.7% |
| 10Y | +388.4% | +258.6% | +129.8% | +131.3% |
| All | +5,669.9% | +9,495.8% | -3,825.9% | +595.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling