-5.7%
CMG vs RCL
+233.3%
-238.9%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.8% | -0.7% | -2.1% |
| 7D | -6.5% | -2.2% | -4.3% | -5.9% |
| 30D | +12.1% | -15.7% | +27.8% | +17.0% |
| 3M | +20.6% | -8.0% | +28.6% | +22.7% |
| 6M | +2.1% | -10.1% | +12.2% | +3.8% |
| YTD | -2.6% | -5.9% | +3.3% | -3.2% |
| 1Y | -8.7% | -23.5% | +14.8% | -4.4% |
| 3Y | -7.4% | +174.4% | -181.8% | -32.4% |
| 5Y | -5.7% | +227.1% | -232.8% | -39.9% |
| All | -5.7% | +233.3% | -238.9% | -39.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling