+261.1%
RCL vs CVE
+142.8%
+118.3%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.6% | +2.0% | +1.5% |
| 7D | +6.5% | -16.1% | +22.6% | +10.7% |
| 30D | +15.9% | -10.4% | +26.3% | +18.2% |
| 3M | +2.7% | -2.4% | +5.0% | +2.0% |
| 6M | +15.2% | -4.4% | +19.7% | +13.9% |
| YTD | +19.2% | +64.9% | -45.7% | -3.9% |
| 1Y | +31.6% | +66.0% | -34.4% | +5.6% |
| 3Y | +274.2% | +57.7% | +216.5% | +192.5% |
| All | +261.1% | +142.8% | +118.3% | +136.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling