+331.9%
RCL vs CMI
+320.3%
+11.6%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.1% | +0.9% |
| 7D | -1.2% | +0.5% | -1.7% | -1.6% |
| 30D | +17.8% | -14.0% | +31.9% | +31.5% |
| 3M | +4.9% | -28.1% | +33.1% | +34.7% |
| 6M | +23.7% | -35.8% | +59.6% | +70.1% |
| YTD | +17.8% | -10.5% | +28.3% | +19.9% |
| 1Y | +28.9% | -1.9% | +30.8% | +21.0% |
| 3Y | +241.9% | +121.0% | +120.9% | +48.6% |
| 5Y | +295.4% | +114.6% | +180.8% | +75.5% |
| All | +331.9% | +320.3% | +11.6% | +23.4% |
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