+333.1%
RCL vs CMI
+516.5%
-183.4%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.2% | -0.8% | -0.5% |
| 7D | -1.9% | -0.7% | -1.2% | -1.4% |
| 30D | -15.5% | -12.4% | -3.1% | -6.5% |
| 3M | -9.7% | -14.8% | +5.1% | +0.4% |
| 6M | -8.7% | +0.8% | -9.5% | -12.6% |
| YTD | -5.8% | +10.2% | -15.9% | -17.7% |
| 1Y | -24.5% | +37.4% | -61.9% | -46.0% |
| 3Y | +173.9% | +153.3% | +20.6% | +10.4% |
| 5Y | +228.0% | +167.6% | +60.4% | +24.5% |
| All | +333.1% | +516.5% | -183.4% | +4.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling