-25.1%
RCL vs CTVA
+22.4%
-47.5%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.7% | 0.0% |
| 7D | -5.1% | +4.9% | -10.0% | -6.0% |
| 30D | -19.0% | +11.9% | -30.9% | -20.8% |
| 3M | -9.6% | +13.7% | -23.2% | -12.8% |
| 6M | -6.7% | +13.1% | -19.8% | -11.0% |
| YTD | -3.9% | +32.0% | -35.9% | -14.1% |
| 1Y | -25.1% | +22.1% | -47.2% | -32.3% |
| All | -25.1% | +22.4% | -47.5% | -32.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CTVA.
Daily Out/Under-Performance
Portfolio return minus CTVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTVA 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 CTVA 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