+245.3%
RCL vs CVE
+148.3%
+97.0%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.7% | -0.4% | -2.5% |
| 7D | +3.9% | -14.1% | +18.0% | +7.4% |
| 30D | +11.8% | -11.6% | +23.4% | +14.4% |
| 3M | -0.8% | 0.0% | -0.9% | -2.2% |
| 6M | +23.6% | -8.4% | +32.0% | +23.6% |
| YTD | +17.6% | +65.9% | -48.3% | -5.1% |
| 1Y | +28.3% | +69.4% | -41.1% | +2.4% |
| 3Y | +261.4% | +55.9% | +205.5% | +184.5% |
| 5Y | +245.3% | +146.2% | +99.2% | +123.4% |
| All | +245.3% | +148.3% | +97.0% | +123.4% |
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 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