+380.4%
RCL vs CPB
-37.5%
+418.0%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.3% | +2.7% | +1.3% |
| 7D | +6.5% | +8.0% | -1.5% | +6.7% |
| 30D | +15.9% | +22.4% | -6.5% | +16.6% |
| 3M | +2.7% | +3.8% | -1.2% | +2.8% |
| 6M | +15.2% | +13.7% | +1.6% | +15.8% |
| YTD | +19.2% | -11.7% | +30.9% | +18.6% |
| 1Y | +31.6% | -18.1% | +49.7% | +30.5% |
| 3Y | +274.2% | -34.7% | +308.9% | +265.8% |
| 5Y | +250.1% | -30.6% | +280.6% | +245.6% |
| All | +380.4% | -37.5% | +418.0% | +374.7% |
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