+238.8%
RCL vs CTVA
+104.3%
+134.4%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.2% | +2.0% | +0.7% |
| 7D | -0.5% | -2.1% | +1.6% | +0.4% |
| 30D | -17.3% | +12.0% | -29.4% | -21.3% |
| 3M | -2.8% | +13.5% | -16.2% | -8.9% |
| 6M | -4.4% | +12.1% | -16.5% | -10.5% |
| YTD | -4.2% | +29.0% | -33.2% | -16.1% |
| 1Y | -23.4% | +18.9% | -42.2% | -30.6% |
| 3Y | +179.4% | +78.9% | +100.5% | +106.6% |
| 5Y | +238.8% | +105.2% | +133.5% | +133.9% |
| All | +238.8% | +104.3% | +134.4% | +133.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling