+330.2%
RCL vs CME
+305.5%
+24.7%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.1% | -3.8% | -3.9% |
| 7D | -0.2% | +2.7% | -2.9% | -1.6% |
| 30D | +14.4% | +13.5% | +0.9% | +7.1% |
| 3M | +5.2% | +20.9% | -15.7% | -4.9% |
| 6M | +26.1% | +11.5% | +14.6% | +17.6% |
| YTD | +17.4% | +19.5% | -2.1% | +4.4% |
| 1Y | +24.7% | +17.2% | +7.4% | +11.9% |
| 3Y | +250.9% | +65.1% | +185.8% | +147.0% |
| 5Y | +293.8% | +73.1% | +220.7% | +164.3% |
| All | +330.2% | +305.5% | +24.7% | +94.5% |
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