+321.2%
CMG vs RCL
+344.1%
-22.9%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.3% |
| 7D | -3.8% | -2.5% | -1.4% | -3.3% |
| 30D | +12.9% | -15.7% | +28.6% | +16.9% |
| 3M | +18.8% | -3.6% | +22.4% | +19.4% |
| 6M | +4.1% | -8.7% | +12.7% | +5.2% |
| YTD | -2.4% | -6.2% | +3.8% | -2.6% |
| 1Y | -6.7% | -22.9% | +16.2% | -3.3% |
| 3Y | -7.1% | +173.6% | -180.7% | -27.0% |
| 5Y | -5.0% | +226.6% | -231.5% | -31.5% |
| All | +321.2% | +344.1% | -22.9% | +141.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RCL.
Daily Out/Under-Performance
Portfolio return minus RCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCL 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 RCL 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