+173.5%
RCL vs CBOE
+96.4%
+77.1%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.3% | -1.9% |
| 7D | -2.2% | -0.8% | -1.4% | -2.3% |
| 30D | -15.7% | +2.7% | -18.4% | -15.1% |
| 3M | -8.0% | +0.7% | -8.7% | -7.3% |
| 6M | -10.1% | -2.0% | -8.2% | -9.6% |
| YTD | -5.9% | +17.1% | -23.0% | -1.5% |
| 1Y | -23.5% | +26.5% | -50.0% | -18.5% |
| All | +173.5% | +96.4% | +77.1% | +182.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling