+32.0%
RCL vs CPB
-18.4%
+50.5%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +5.9% | +0.5% | +5.5% |
| 7D | +11.7% | +13.0% | -1.3% | +10.1% |
| 30D | +21.1% | +20.5% | +0.6% | +18.7% |
| 3M | +2.9% | +2.2% | +0.7% | +2.7% |
| 6M | +29.8% | +15.4% | +14.4% | +27.2% |
| YTD | +21.4% | -12.3% | +33.7% | +24.1% |
| 1Y | +32.0% | -18.0% | +50.0% | +38.5% |
| All | +32.0% | -18.4% | +50.5% | +38.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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