+375.0%
RCL vs CAG
-38.9%
+413.9%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.5% | +1.0% |
| 7D | +8.5% | +6.6% | +1.9% | +7.1% |
| 30D | +20.4% | +13.9% | +6.5% | +16.9% |
| 3M | +11.0% | +4.0% | +7.0% | +9.7% |
| 6M | +24.9% | +10.0% | +14.9% | +21.6% |
| YTD | +23.9% | -6.1% | +30.0% | +24.2% |
| 1Y | +30.8% | -4.3% | +35.1% | +30.6% |
| 3Y | +270.4% | -34.6% | +305.0% | +295.8% |
| 5Y | +296.1% | -39.4% | +335.5% | +328.7% |
| 10Y | +375.0% | -34.2% | +409.2% | +359.7% |
| All | +375.0% | -38.9% | +413.9% | +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