+121.6%
RCL vs CTVA
+210.9%
-89.3%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.1% |
| 7D | -2.5% | -4.7% | +2.2% | +0.3% |
| 30D | -15.7% | +11.1% | -26.8% | -21.0% |
| 3M | -3.6% | +13.7% | -17.3% | -12.0% |
| 6M | -8.7% | +11.2% | -19.9% | -16.2% |
| YTD | -6.2% | +26.9% | -33.1% | -20.8% |
| 1Y | -22.9% | +18.8% | -41.7% | -32.6% |
| 3Y | +173.6% | +75.9% | +97.6% | +79.1% |
| 5Y | +226.6% | +105.2% | +121.3% | +85.0% |
| All | +121.6% | +210.9% | -89.3% | -12.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling