+227.1%
RCL vs CPAY
+54.3%
+172.8%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.6% | -1.6% |
| 7D | -2.2% | -2.5% | +0.3% | -0.6% |
| 30D | -15.7% | +1.3% | -17.0% | -16.6% |
| 3M | -8.0% | +13.5% | -21.5% | -16.1% |
| 6M | -10.1% | +24.7% | -34.9% | -24.4% |
| YTD | -5.9% | +34.9% | -40.8% | -26.5% |
| 1Y | -23.5% | +29.7% | -53.2% | -38.8% |
| 3Y | +174.4% | +49.4% | +125.0% | +88.9% |
| 5Y | +227.1% | +53.5% | +173.7% | +101.0% |
| All | +227.1% | +54.3% | +172.8% | +101.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CPAY.
Daily Out/Under-Performance
Portfolio return minus CPAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPAY 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 CPAY 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