-25.1%
RCL vs CMI
+45.0%
-70.1%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.8% | -2.9% | -1.2% |
| 7D | -5.1% | -0.7% | -4.4% | -4.8% |
| 30D | -19.0% | -13.4% | -5.6% | -14.4% |
| 3M | -9.6% | -17.0% | +7.4% | -3.5% |
| 6M | -6.7% | -1.6% | -5.0% | -8.9% |
| YTD | -3.9% | +11.0% | -14.9% | -11.5% |
| 1Y | -25.1% | +41.9% | -67.0% | -34.7% |
| All | -25.1% | +45.0% | -70.1% | -34.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI 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 CMI 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