+331.9%
RCL vs CAG
-37.3%
+369.2%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.2% | -0.8% | +0.1% |
| 7D | -1.2% | -3.3% | +2.2% | -0.5% |
| 30D | +17.8% | +7.7% | +10.2% | +15.9% |
| 3M | +4.9% | -3.2% | +8.1% | +5.3% |
| 6M | +23.7% | +7.0% | +16.8% | +21.2% |
| YTD | +17.8% | -9.0% | +26.8% | +18.9% |
| 1Y | +28.9% | -9.6% | +38.5% | +30.4% |
| 3Y | +241.9% | -36.0% | +277.9% | +266.8% |
| 5Y | +295.4% | -40.9% | +336.3% | +329.8% |
| All | +331.9% | -37.3% | +369.2% | +333.9% |
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