+373.9%
RCL vs CVE
+137.5%
+236.4%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.7% | -0.4% | -2.0% |
| 7D | +3.9% | -14.1% | +18.0% | +9.8% |
| 30D | +11.8% | -11.6% | +23.4% | +16.3% |
| 3M | -0.8% | 0.0% | -0.9% | -2.6% |
| 6M | +23.6% | -8.4% | +32.0% | +23.6% |
| YTD | +17.6% | +65.9% | -48.3% | -11.1% |
| 1Y | +28.3% | +69.4% | -41.1% | -4.2% |
| 3Y | +261.4% | +55.9% | +205.5% | +167.5% |
| 5Y | +245.3% | +146.2% | +99.2% | +94.2% |
| All | +373.9% | +137.5% | +236.4% | +54.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling