+463.1%
RCL vs CFG
+347.0%
+116.1%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.9% | +2.3% | +2.0% |
| 7D | +6.5% | -0.9% | +7.4% | +7.3% |
| 30D | +15.9% | +1.1% | +14.8% | +15.1% |
| 3M | +2.7% | -12.0% | +14.7% | +12.3% |
| 6M | +15.2% | -2.2% | +17.5% | +16.3% |
| YTD | +19.2% | +11.4% | +7.8% | +9.2% |
| 1Y | +31.6% | +27.8% | +3.8% | +9.2% |
| 3Y | +274.2% | +173.3% | +100.9% | +74.3% |
| 5Y | +250.1% | +62.4% | +187.6% | +131.5% |
| 10Y | +388.4% | +249.6% | +138.8% | +86.6% |
| All | +463.1% | +347.0% | +116.1% | +82.0% |
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