+331.9%
RCL vs CPB
-38.9%
+370.8%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.2% | -2.8% | +0.5% |
| 7D | -1.2% | -1.6% | +0.4% | -1.2% |
| 30D | +17.8% | +19.2% | -1.4% | +18.5% |
| 3M | +4.9% | -0.9% | +5.9% | +4.9% |
| 6M | +23.7% | +15.2% | +8.5% | +24.5% |
| YTD | +17.8% | -13.1% | +30.9% | +17.1% |
| 1Y | +28.9% | -22.4% | +51.4% | +27.5% |
| 3Y | +241.9% | -35.3% | +277.2% | +234.2% |
| 5Y | +295.4% | -33.0% | +328.4% | +289.5% |
| All | +331.9% | -38.9% | +370.8% | +321.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling