+227.1%
RCL vs CBOE
+146.7%
+80.4%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.3% | -1.8% |
| 7D | -2.2% | -0.8% | -1.4% | -2.1% |
| 30D | -15.7% | +2.7% | -18.4% | -15.8% |
| 3M | -8.0% | +0.7% | -8.7% | -8.0% |
| 6M | -10.1% | -2.0% | -8.2% | -10.6% |
| YTD | -5.9% | +17.1% | -23.0% | -9.1% |
| 1Y | -23.5% | +26.5% | -50.0% | -27.3% |
| 3Y | +174.4% | +96.1% | +78.3% | +110.9% |
| 5Y | +227.1% | +149.3% | +77.8% | +111.4% |
| All | +227.1% | +146.7% | +80.4% | +111.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling