-23.5%
RCL vs CTVA
+17.0%
-40.5%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.3% | -0.5% | -1.6% |
| 7D | -2.2% | -5.8% | +3.6% | -1.2% |
| 30D | -15.7% | +11.1% | -26.7% | -17.4% |
| 3M | -8.0% | +13.2% | -21.2% | -11.4% |
| 6M | -10.1% | +8.7% | -18.9% | -13.6% |
| YTD | -5.9% | +27.3% | -33.2% | -15.2% |
| 1Y | -23.5% | +18.0% | -41.5% | -30.4% |
| All | -23.5% | +17.0% | -40.5% | -30.4% |
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