+301.8%
RCL vs CFG
+66.4%
+235.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.9% | -2.2% | -1.9% |
| 7D | +0.6% | -0.8% | +1.4% | +1.1% |
| 30D | +19.4% | +3.1% | +16.3% | +17.1% |
| 3M | +9.8% | -9.7% | +19.5% | +17.3% |
| 6M | +28.6% | +6.7% | +21.9% | +22.3% |
| YTD | +22.2% | +15.2% | +7.0% | +10.1% |
| 1Y | +29.7% | +28.8% | +0.9% | +8.5% |
| 3Y | +265.3% | +190.1% | +75.2% | +76.1% |
| 5Y | +301.8% | +63.4% | +238.4% | +198.2% |
| All | +301.8% | +66.4% | +235.3% | +198.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling