+261.1%
RCL vs CME
+69.3%
+191.8%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.8% | +1.5% |
| 7D | +6.5% | +0.9% | +5.6% | +6.4% |
| 30D | +15.9% | +13.2% | +2.7% | +13.0% |
| 3M | +2.7% | +16.3% | -13.6% | -0.5% |
| 6M | +15.2% | +7.1% | +8.1% | +13.8% |
| YTD | +19.2% | +15.8% | +3.4% | +14.6% |
| 1Y | +31.6% | +17.1% | +14.5% | +25.8% |
| 3Y | +274.2% | +63.2% | +211.0% | +201.2% |
| All | +261.1% | +69.3% | +191.8% | +153.2% |
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