+32.0%
RCL vs CVE
+73.4%
-41.3%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -7.6% | +14.0% | +3.8% |
| 7D | +11.7% | -12.1% | +23.8% | +7.4% |
| 30D | +21.1% | -9.8% | +30.9% | +17.5% |
| 3M | +2.9% | -0.7% | +3.6% | +3.3% |
| 6M | +29.8% | -4.3% | +34.1% | +30.0% |
| YTD | +21.4% | +70.6% | -49.2% | +25.2% |
| 1Y | +32.0% | +73.2% | -41.1% | +36.0% |
| All | +32.0% | +73.4% | -41.3% | +36.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CVE.
Daily Out/Under-Performance
Portfolio return minus CVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVE 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 CVE 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