+234.8%
RCL vs CPB
-39.5%
+274.3%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.4% | +3.3% | 0.0% |
| 7D | -5.1% | -8.6% | +3.5% | -4.8% |
| 30D | -19.0% | -7.2% | -11.8% | -18.8% |
| 3M | -9.6% | +0.9% | -10.5% | -9.6% |
| 6M | -6.7% | -11.8% | +5.1% | -6.5% |
| YTD | -3.9% | -19.4% | +15.5% | -3.7% |
| 1Y | -25.1% | -30.4% | +5.3% | -24.8% |
| 3Y | +179.1% | -40.2% | +219.3% | +176.1% |
| All | +234.8% | -39.5% | +274.3% | +219.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling