+350.2%
RCL vs CG
+345.5%
+4.7%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.2% | +1.9% | +1.1% |
| 7D | -0.5% | -1.3% | +0.8% | +0.3% |
| 30D | -17.3% | -3.2% | -14.2% | -15.9% |
| 3M | -2.8% | +6.2% | -9.0% | -7.6% |
| 6M | -4.4% | -4.7% | +0.3% | -3.0% |
| YTD | -4.2% | -20.6% | +16.5% | +8.3% |
| 1Y | -23.4% | -26.4% | +3.0% | -9.8% |
| 3Y | +179.4% | +55.4% | +124.0% | +88.1% |
| 5Y | +238.8% | +9.8% | +228.9% | +177.4% |
| 10Y | +350.2% | +341.4% | +8.8% | +95.0% |
| All | +350.2% | +345.5% | +4.7% | +95.0% |
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