-22.9%
RCL vs CMI
+40.9%
-63.7%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | 0.0% |
| 7D | -2.5% | +0.8% | -3.3% | -2.8% |
| 30D | -15.7% | -12.8% | -2.9% | -11.1% |
| 3M | -3.6% | -12.4% | +8.8% | +0.2% |
| 6M | -8.7% | -0.9% | -7.8% | -10.9% |
| YTD | -6.2% | +8.9% | -15.0% | -13.0% |
| 1Y | -22.9% | +37.7% | -60.6% | -32.5% |
| All | -22.9% | +40.9% | -63.7% | -32.5% |
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