+3,909.1%
CMG vs RCL
+876.7%
+3,032.4%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.2% |
| 7D | +2.5% | -1.2% | +3.7% | +2.8% |
| 30D | +15.6% | +17.8% | -2.3% | +10.8% |
| 3M | +8.2% | +4.9% | +3.2% | +6.5% |
| 6M | +9.9% | +23.7% | -13.9% | +3.0% |
| YTD | -4.6% | +17.8% | -22.5% | -10.7% |
| 1Y | +12.4% | +28.9% | -16.5% | +2.8% |
| 3Y | -18.0% | +241.9% | -259.9% | -43.2% |
| 5Y | -5.3% | +295.4% | -300.7% | -40.6% |
| 10Y | +344.2% | +344.1% | +0.1% | +115.7% |
| All | +3,909.1% | +876.7% | +3,032.4% | +1,131.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling