+350.2%
RCL vs CME
+282.5%
+67.7%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | +0.3% |
| 7D | -0.5% | -2.9% | +2.4% | +0.9% |
| 30D | -17.3% | +5.5% | -22.9% | -19.7% |
| 3M | -2.8% | +11.0% | -13.7% | -8.6% |
| 6M | -4.4% | -9.7% | +5.3% | -0.8% |
| YTD | -4.2% | +4.9% | -9.0% | -8.7% |
| 1Y | -23.4% | +10.1% | -33.5% | -29.1% |
| 3Y | +179.4% | +53.5% | +125.9% | +103.0% |
| 5Y | +238.8% | +77.2% | +161.6% | +120.6% |
| 10Y | +350.2% | +282.1% | +68.1% | +125.0% |
| All | +350.2% | +282.5% | +67.7% | +125.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling