+1,347.2%
RCL vs CG
+281.3%
+1,065.9%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.7% | +2.0% | +1.7% |
| 7D | +6.5% | -1.2% | +7.7% | +7.3% |
| 30D | +15.9% | +5.0% | +10.9% | +12.6% |
| 3M | +2.7% | -18.2% | +20.9% | +14.3% |
| 6M | +15.2% | -20.7% | +35.9% | +29.4% |
| YTD | +19.2% | -31.4% | +50.7% | +44.0% |
| 1Y | +31.6% | -22.3% | +53.9% | +47.7% |
| 3Y | +274.2% | +50.2% | +224.0% | +175.1% |
| 5Y | +250.1% | -22.1% | +272.1% | +263.0% |
| 10Y | +388.4% | +295.5% | +92.9% | +149.8% |
| All | +1,347.2% | +281.3% | +1,065.9% | +581.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling