+270.4%
RCL vs CTVA
+88.7%
+181.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.4% | +0.7% |
| 7D | +8.5% | +2.4% | +6.1% | +7.9% |
| 30D | +20.4% | -8.1% | +28.5% | +23.0% |
| 3M | +11.0% | +6.3% | +4.7% | +7.9% |
| 6M | +24.9% | +0.4% | +24.4% | +22.7% |
| YTD | +23.9% | +21.8% | +2.0% | +12.7% |
| 1Y | +30.8% | +24.9% | +5.9% | +18.0% |
| 3Y | +270.4% | +92.3% | +178.1% | +211.7% |
| All | +270.4% | +88.7% | +181.7% | +211.7% |
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