+5,811.4%
RCL vs CAG
+402.7%
+5,408.7%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.4% | +1.0% | -0.6% |
| 7D | +0.6% | -1.8% | +2.4% | +1.1% |
| 30D | +19.4% | +9.7% | +9.8% | +15.4% |
| 3M | +9.8% | +0.5% | +9.3% | +8.9% |
| 6M | +28.6% | +8.9% | +19.7% | +23.5% |
| YTD | +22.2% | -8.4% | +30.5% | +23.2% |
| 1Y | +29.7% | -8.3% | +38.0% | +30.8% |
| 3Y | +265.3% | -36.1% | +301.4% | +306.6% |
| 5Y | +301.8% | -40.1% | +341.9% | +351.5% |
| 10Y | +360.5% | -36.9% | +397.4% | +379.0% |
| All | +5,811.4% | +402.7% | +5,408.7% | +3,467.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling