+379.0%
RCL vs CME
+320.1%
+58.9%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.4% | +3.4% | +3.2% |
| 7D | +5.0% | -0.6% | +5.5% | +5.3% |
| 30D | +19.4% | +8.5% | +10.8% | +14.3% |
| 3M | +5.9% | +16.0% | -10.1% | -2.2% |
| 6M | +23.8% | +9.3% | +14.5% | +16.4% |
| YTD | +22.8% | +15.3% | +7.5% | +11.2% |
| 1Y | +34.3% | +14.4% | +19.9% | +21.9% |
| 3Y | +276.4% | +59.9% | +216.5% | +169.4% |
| 5Y | +281.6% | +69.4% | +212.1% | +158.4% |
| 10Y | +379.0% | +299.5% | +79.5% | +123.6% |
| All | +379.0% | +320.1% | +58.9% | +123.6% |
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