+126.9%
RCL vs CTVA
+223.3%
-96.4%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.7% | +0.4% |
| 7D | -5.1% | +4.9% | -10.0% | -7.9% |
| 30D | -19.0% | +11.9% | -30.9% | -24.4% |
| 3M | -9.6% | +13.7% | -23.2% | -17.3% |
| 6M | -6.7% | +13.1% | -19.8% | -15.1% |
| YTD | -3.9% | +32.0% | -35.9% | -20.7% |
| 1Y | -25.1% | +22.1% | -47.2% | -35.5% |
| 3Y | +179.1% | +77.5% | +101.6% | +82.5% |
| 5Y | +243.3% | +106.3% | +137.0% | +94.8% |
| All | +126.9% | +223.3% | -96.4% | -12.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling