+5,843.1%
RCL vs CAG
+418.3%
+5,424.8%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.3% | +2.7% | +2.9% |
| 7D | +5.0% | +4.6% | +0.4% | +3.4% |
| 30D | +19.4% | +14.7% | +4.7% | +13.7% |
| 3M | +5.9% | +2.4% | +3.6% | +4.5% |
| 6M | +23.8% | +10.7% | +13.1% | +18.2% |
| YTD | +22.8% | -5.5% | +28.3% | +22.6% |
| 1Y | +34.3% | -4.6% | +38.8% | +33.6% |
| 3Y | +276.4% | -34.4% | +310.9% | +315.4% |
| 5Y | +281.6% | -39.2% | +320.7% | +326.8% |
| 10Y | +379.0% | -39.0% | +418.0% | +405.0% |
| All | +5,843.1% | +418.3% | +5,424.8% | +3,450.2% |
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