+4,549.4%
RCL vs CPB
+197.1%
+4,352.3%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.4% | +3.3% | +0.6% |
| 7D | -5.1% | -8.6% | +3.5% | -3.2% |
| 30D | -19.0% | -7.2% | -11.8% | -17.7% |
| 3M | -9.6% | +0.9% | -10.5% | -10.1% |
| 6M | -6.7% | -11.8% | +5.1% | -4.6% |
| YTD | -3.9% | -19.4% | +15.5% | +0.1% |
| 1Y | -25.1% | -30.4% | +5.3% | -19.4% |
| 3Y | +179.1% | -40.2% | +219.3% | +204.8% |
| 5Y | +243.3% | -39.5% | +282.8% | +267.0% |
| 10Y | +325.8% | -47.4% | +373.2% | +344.1% |
| All | +4,549.4% | +197.1% | +4,352.3% | +3,232.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling