+5,601.3%
RCL vs CMI
+7,973.0%
-2,371.7%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.1% | +0.8% |
| 7D | -1.2% | +0.5% | -1.7% | -1.5% |
| 30D | +17.8% | -14.0% | +31.9% | +27.1% |
| 3M | +4.9% | -28.1% | +33.1% | +24.5% |
| 6M | +23.7% | -35.8% | +59.6% | +54.1% |
| YTD | +17.8% | -10.5% | +28.3% | +21.6% |
| 1Y | +28.9% | -1.9% | +30.8% | +26.5% |
| 3Y | +241.9% | +121.0% | +120.9% | +113.8% |
| 5Y | +295.4% | +114.6% | +180.8% | +155.2% |
| 10Y | +344.1% | +325.5% | +18.7% | +110.3% |
| All | +5,601.3% | +7,973.0% | -2,371.7% | +679.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling