+234.8%
RCL vs CG
+10.1%
+224.7%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.5% | +0.8% |
| 7D | -5.1% | -4.3% | -0.8% | -2.6% |
| 30D | -19.0% | -5.1% | -13.9% | -16.7% |
| 3M | -9.6% | +8.7% | -18.3% | -14.9% |
| 6M | -6.7% | -9.2% | +2.5% | -2.5% |
| YTD | -3.9% | -18.9% | +14.9% | +6.5% |
| 1Y | -25.1% | -25.6% | +0.5% | -13.1% |
| 3Y | +179.1% | +57.3% | +121.8% | +91.3% |
| All | +234.8% | +10.1% | +224.7% | +188.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling