+234.8%
RCL vs CME
+78.2%
+156.6%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.1% | -0.1% |
| 7D | -5.1% | -1.6% | -3.5% | -4.8% |
| 30D | -19.0% | +6.2% | -25.2% | -20.1% |
| 3M | -9.6% | +10.4% | -20.0% | -11.6% |
| 6M | -6.7% | -9.5% | +2.8% | -4.0% |
| YTD | -3.9% | +6.0% | -9.9% | -6.1% |
| 1Y | -25.1% | +9.3% | -34.4% | -27.6% |
| 3Y | +179.1% | +57.7% | +121.5% | +119.9% |
| All | +234.8% | +78.2% | +156.6% | +125.9% |
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