-23.2%
RCL vs CPB
-33.1%
+9.9%
-29.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.4% | +3.3% | +0.4% |
| 7D | -5.1% | -8.6% | +3.5% | -3.8% |
| 30D | -19.0% | -7.2% | -11.8% | -18.1% |
| 3M | -9.6% | +0.9% | -10.5% | -10.1% |
| 6M | -6.7% | -11.8% | +5.1% | -4.8% |
| YTD | -3.9% | -19.4% | +15.5% | -0.7% |
| All | -23.2% | -33.1% | +9.9% | -17.9% |
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