+353.8%
RCL vs CFG
+396.4%
-42.6%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | -0.1% | -0.1% |
| 7D | -5.1% | +1.5% | -6.6% | -6.1% |
| 30D | -19.0% | -3.8% | -15.2% | -16.8% |
| 3M | -9.6% | +11.5% | -21.1% | -16.7% |
| 6M | -6.7% | +19.2% | -25.9% | -18.1% |
| YTD | -3.9% | +23.7% | -27.6% | -18.3% |
| 1Y | -25.1% | +38.8% | -63.9% | -41.5% |
| 3Y | +179.1% | +178.9% | +0.2% | +27.7% |
| 5Y | +243.3% | +101.8% | +141.5% | +93.0% |
| 10Y | +325.8% | +317.3% | +8.5% | +45.0% |
| All | +353.8% | +396.4% | -42.6% | +36.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling