+292.2%
RCL vs CME
+74.8%
+217.4%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | +0.3% |
| 7D | -1.2% | +3.9% | -5.1% | -1.9% |
| 30D | +17.8% | +11.3% | +6.5% | +15.3% |
| 3M | +4.9% | +19.6% | -14.6% | +1.2% |
| 6M | +23.7% | +8.1% | +15.6% | +22.4% |
| YTD | +17.8% | +20.4% | -2.6% | +12.3% |
| 1Y | +28.9% | +16.5% | +12.4% | +24.2% |
| 3Y | +241.9% | +66.4% | +175.4% | +176.1% |
| All | +292.2% | +74.8% | +217.4% | +185.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling