+32.0%
RCL vs CME
+19.8%
+12.2%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +1.4% | +5.0% | +6.6% |
| 7D | +11.7% | +4.8% | +6.8% | +12.8% |
| 30D | +21.1% | +14.2% | +7.0% | +24.2% |
| 3M | +2.9% | +17.9% | -15.0% | +6.4% |
| 6M | +29.8% | +7.2% | +22.6% | +33.0% |
| YTD | +21.4% | +16.7% | +4.7% | +29.8% |
| 1Y | +32.0% | +19.6% | +12.5% | +40.4% |
| All | +32.0% | +19.8% | +12.2% | +40.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CME.
Daily Out/Under-Performance
Portfolio return minus CME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CME 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 CME 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