+379.0%
RCL vs CMS
+127.7%
+251.3%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.5% | +2.5% | +2.8% |
| 7D | +5.0% | -0.9% | +5.9% | +5.3% |
| 30D | +19.4% | +7.1% | +12.3% | +16.7% |
| 3M | +5.9% | -1.3% | +7.2% | +6.4% |
| 6M | +23.8% | -2.7% | +26.5% | +24.5% |
| YTD | +22.8% | +2.6% | +20.2% | +20.8% |
| 1Y | +34.3% | -2.0% | +36.3% | +34.2% |
| 3Y | +276.4% | +39.6% | +236.8% | +223.7% |
| 5Y | +281.6% | +35.3% | +246.2% | +225.5% |
| 10Y | +379.0% | +132.3% | +246.7% | +297.6% |
| All | +379.0% | +127.7% | +251.3% | +297.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 CMS 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