+179.4%
RCL vs CTVA
+78.5%
+100.9%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.2% | +2.0% | +0.4% |
| 7D | -0.5% | -2.1% | +1.6% | +0.2% |
| 30D | -17.3% | +12.0% | -29.4% | -20.3% |
| 3M | -2.8% | +13.5% | -16.2% | -7.4% |
| 6M | -4.4% | +12.1% | -16.5% | -9.1% |
| YTD | -4.2% | +29.0% | -33.2% | -13.6% |
| 1Y | -23.4% | +18.9% | -42.2% | -29.0% |
| 3Y | +179.4% | +78.9% | +100.5% | +134.7% |
| All | +179.4% | +78.5% | +100.9% | +134.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling