+375.0%
RCL vs CG
+308.6%
+66.4%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.4% | +2.3% | +1.8% |
| 7D | +8.5% | +2.0% | +6.6% | +7.0% |
| 30D | +20.4% | +8.5% | +11.9% | +13.9% |
| 3M | +11.0% | -12.1% | +23.1% | +19.6% |
| 6M | +24.9% | -16.4% | +41.3% | +37.5% |
| YTD | +23.9% | -28.0% | +51.8% | +48.3% |
| 1Y | +30.8% | -18.9% | +49.7% | +44.5% |
| 3Y | +270.4% | +51.2% | +219.1% | +150.8% |
| 5Y | +296.1% | -15.9% | +312.0% | +289.2% |
| 10Y | +375.0% | +305.9% | +69.1% | +110.2% |
| All | +375.0% | +308.6% | +66.4% | +110.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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