+173.5%
RCL vs CMI
+149.3%
+24.2%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.2% | -0.6% | -1.1% |
| 7D | -2.2% | +0.7% | -2.9% | -2.6% |
| 30D | -15.7% | -12.3% | -3.4% | -9.6% |
| 3M | -8.0% | -16.8% | +8.8% | +0.5% |
| 6M | -10.1% | +1.5% | -11.7% | -13.5% |
| YTD | -5.9% | +9.8% | -15.7% | -14.8% |
| 1Y | -23.5% | +42.6% | -66.1% | -41.9% |
| All | +173.5% | +149.3% | +24.2% | +43.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling