+345.6%
RCL vs CMS
+115.7%
+229.9%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | -0.1% |
| 7D | -5.1% | +0.4% | -5.5% | -5.2% |
| 30D | -19.0% | -3.6% | -15.4% | -18.0% |
| 3M | -9.6% | -1.9% | -7.7% | -9.2% |
| 6M | -6.7% | -11.0% | +4.3% | -3.4% |
| YTD | -3.9% | +0.2% | -4.1% | -4.7% |
| 1Y | -25.1% | -1.3% | -23.8% | -25.3% |
| 3Y | +179.1% | +35.9% | +143.2% | +142.5% |
| 5Y | +243.3% | +23.1% | +220.2% | +205.2% |
| All | +345.6% | +115.7% | +229.9% | +271.9% |
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