-25.1%
RCL vs CBOE
+29.2%
-54.3%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | -5.1% | -3.6% | -1.5% | -5.5% |
| 30D | -19.0% | +5.1% | -24.1% | -18.4% |
| 3M | -9.6% | +4.6% | -14.2% | -8.6% |
| 6M | -6.7% | -0.3% | -6.4% | -6.4% |
| YTD | -3.9% | +19.8% | -23.7% | -2.4% |
| 1Y | -25.1% | +28.4% | -53.4% | -26.7% |
| All | -25.1% | +29.2% | -54.3% | -26.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE 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 1y: compounded portfolio wealth divided by compounded CBOE 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…
1y analysis · Full analysis span regression · 6 months rolling