+957.1%
RCL vs CBOE
+1,045.3%
-88.3%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | -5.1% | -3.6% | -1.5% | -3.9% |
| 30D | -19.0% | +5.1% | -24.1% | -20.7% |
| 3M | -9.6% | +4.6% | -14.2% | -12.1% |
| 6M | -6.7% | -0.3% | -6.4% | -9.2% |
| YTD | -3.9% | +19.8% | -23.7% | -13.5% |
| 1Y | -25.1% | +28.4% | -53.4% | -34.7% |
| 3Y | +179.1% | +104.1% | +75.0% | +88.2% |
| 5Y | +243.3% | +150.9% | +92.4% | +106.6% |
| 10Y | +325.8% | +393.5% | -67.7% | +82.9% |
| All | +957.1% | +1,045.3% | -88.3% | +140.9% |
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