+366.9%
RCL vs CME
+288.7%
+78.2%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.5% | -0.6% | +0.1% |
| 7D | +8.5% | +1.7% | +6.9% | +7.7% |
| 30D | +20.4% | +10.2% | +10.2% | +14.4% |
| 3M | +11.0% | +17.8% | -6.8% | +1.7% |
| 6M | +24.9% | +11.0% | +13.9% | +16.5% |
| YTD | +23.9% | +17.0% | +6.8% | +11.3% |
| 1Y | +30.8% | +15.8% | +15.0% | +18.0% |
| 3Y | +270.4% | +61.8% | +208.6% | +163.4% |
| 5Y | +296.1% | +72.5% | +223.6% | +165.3% |
| All | +366.9% | +288.7% | +78.2% | +108.9% |
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