+379.0%
RCL vs CG
+320.1%
+58.9%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +6.6% | -3.6% | -1.2% |
| 7D | +5.0% | +3.0% | +1.9% | +2.8% |
| 30D | +19.4% | +10.1% | +9.3% | +11.9% |
| 3M | +5.9% | -10.8% | +16.8% | +13.1% |
| 6M | +23.8% | -15.2% | +39.0% | +35.1% |
| YTD | +22.8% | -26.9% | +49.7% | +45.7% |
| 1Y | +34.3% | -17.0% | +51.3% | +46.2% |
| 3Y | +276.4% | +54.6% | +221.8% | +151.2% |
| 5Y | +281.6% | -16.7% | +298.3% | +278.1% |
| 10Y | +379.0% | +320.1% | +58.9% | +107.3% |
| All | +379.0% | +320.1% | +58.9% | +107.3% |
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