+360.5%
RCL vs CFG
+224.4%
+136.1%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.9% | -2.2% | -2.0% |
| 7D | +0.6% | -0.8% | +1.4% | +1.2% |
| 30D | +19.4% | +3.1% | +16.3% | +16.8% |
| 3M | +9.8% | -9.7% | +19.5% | +18.1% |
| 6M | +28.6% | +6.7% | +21.9% | +21.6% |
| YTD | +22.2% | +15.2% | +7.0% | +8.7% |
| 1Y | +29.7% | +28.8% | +0.9% | +6.3% |
| 3Y | +265.3% | +190.1% | +75.2% | +57.5% |
| 5Y | +301.8% | +63.4% | +238.4% | +160.5% |
| 10Y | +360.5% | +219.8% | +140.7% | +88.4% |
| All | +360.5% | +224.4% | +136.1% | +88.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 CFG 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