+28.9%
RCL vs CTVA
-4.9%
+33.8%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.6% | -2.2% | 0.0% |
| 7D | -1.2% | -20.8% | +19.6% | +1.6% |
| 30D | +17.8% | -29.6% | +47.5% | +22.6% |
| 3M | +4.9% | -16.9% | +21.8% | +6.5% |
| 6M | +23.7% | -24.3% | +48.0% | +26.4% |
| YTD | +17.8% | -5.6% | +23.4% | +4.8% |
| 1Y | +28.9% | -4.2% | +33.1% | +13.3% |
| All | +28.9% | -4.9% | +33.8% | +13.3% |
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