+350.2%
RCL vs CAG
-36.5%
+386.7%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.2% | 0.0% |
| 7D | -0.5% | -5.3% | +4.8% | +0.7% |
| 30D | -17.3% | +1.0% | -18.3% | -17.6% |
| 3M | -2.8% | +17.4% | -20.1% | -6.2% |
| 6M | -4.4% | -16.8% | +12.4% | -0.9% |
| YTD | -4.2% | -6.8% | +2.6% | -3.5% |
| 1Y | -23.4% | -15.4% | -8.0% | -21.2% |
| 3Y | +179.4% | -37.1% | +216.5% | +201.8% |
| 5Y | +238.8% | -41.3% | +280.0% | +269.9% |
| 10Y | +350.2% | -35.5% | +385.7% | +359.7% |
| All | +350.2% | -36.5% | +386.7% | +359.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 CAG 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