+30.8%
RCL vs CAG
-5.9%
+36.7%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.5% | +0.9% |
| 7D | +8.5% | +6.6% | +1.9% | +8.0% |
| 30D | +20.4% | +13.9% | +6.5% | +19.3% |
| 3M | +11.0% | +4.0% | +7.0% | +10.4% |
| 6M | +24.9% | +10.0% | +14.9% | +25.0% |
| YTD | +23.9% | -6.1% | +30.0% | +24.4% |
| 1Y | +30.8% | -4.3% | +35.1% | +27.6% |
| All | +30.8% | -5.9% | +36.7% | +27.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling