+227.1%
RCL vs CMI
+165.6%
+61.6%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.2% | -0.6% | -1.0% |
| 7D | -2.2% | +0.7% | -2.9% | -2.7% |
| 30D | -15.7% | -12.3% | -3.4% | -7.9% |
| 3M | -8.0% | -16.8% | +8.8% | +2.8% |
| 6M | -10.1% | +1.5% | -11.7% | -14.4% |
| YTD | -5.9% | +9.8% | -15.7% | -17.0% |
| 1Y | -23.5% | +42.6% | -66.1% | -45.9% |
| 3Y | +174.4% | +151.0% | +23.4% | +14.6% |
| 5Y | +227.1% | +167.0% | +60.1% | +16.8% |
| All | +227.1% | +165.6% | +61.6% | +16.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling