+234.8%
RCL vs CAG
-40.1%
+274.9%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | 0.0% |
| 7D | -5.1% | -3.8% | -1.3% | -4.6% |
| 30D | -19.0% | +3.1% | -22.1% | -19.3% |
| 3M | -9.6% | +23.5% | -33.1% | -11.9% |
| 6M | -6.7% | -14.8% | +8.2% | -4.6% |
| YTD | -3.9% | -5.4% | +1.5% | -3.5% |
| 1Y | -25.1% | -11.8% | -13.3% | -24.0% |
| 3Y | +179.1% | -36.7% | +215.8% | +191.4% |
| All | +234.8% | -40.1% | +274.9% | +249.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling