+31.5%
RCL vs CME
+15.0%
+16.5%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.5% | -0.6% | +1.1% |
| 7D | +8.5% | +1.7% | +6.9% | +8.8% |
| 30D | +20.4% | +10.2% | +10.2% | +22.7% |
| 3M | +11.0% | +17.8% | -6.8% | +14.8% |
| 6M | +24.9% | +11.0% | +13.9% | +28.4% |
| YTD | +23.9% | +17.0% | +6.8% | +32.8% |
| All | +31.5% | +15.0% | +16.5% | +36.0% |
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 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