+1,196.2%
RCL vs CBOE
+1,341.0%
-144.8%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.8% | -1.4% | -0.2% |
| 7D | -1.2% | +6.3% | -7.5% | -3.3% |
| 30D | +17.8% | +24.9% | -7.1% | +8.4% |
| 3M | +4.9% | +28.5% | -23.5% | -5.0% |
| 6M | +23.7% | +2.9% | +20.8% | +20.1% |
| YTD | +17.8% | +50.7% | -32.9% | -3.0% |
| 1Y | +28.9% | +45.5% | -16.6% | +7.5% |
| 3Y | +241.9% | +116.3% | +125.5% | +129.8% |
| 5Y | +295.4% | +204.3% | +91.1% | +122.0% |
| 10Y | +344.1% | +526.3% | -182.2% | +74.1% |
| All | +1,196.2% | +1,341.0% | -144.8% | +170.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling