+175.6%
RCL vs CVE
+72.1%
+103.5%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.2% | 0.0% |
| 7D | -5.1% | +2.5% | -7.6% | -5.3% |
| 30D | -19.0% | +16.7% | -35.7% | -20.4% |
| 3M | -9.6% | +9.3% | -18.8% | -10.5% |
| 6M | -6.7% | +43.6% | -50.3% | -13.7% |
| YTD | -3.9% | +93.6% | -97.5% | -18.2% |
| 1Y | -25.1% | +98.8% | -123.8% | -37.0% |
| All | +175.6% | +72.1% | +103.5% | +114.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling