+301.8%
RCL vs CMS
+34.1%
+267.7%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.1% | -1.3% |
| 7D | +0.6% | -1.1% | +1.7% | +0.8% |
| 30D | +19.4% | +6.6% | +12.9% | +18.2% |
| 3M | +9.8% | +0.8% | +9.0% | +9.5% |
| 6M | +28.6% | -3.3% | +32.0% | +29.0% |
| YTD | +22.2% | +2.7% | +19.4% | +20.9% |
| 1Y | +29.7% | -4.0% | +33.7% | +30.1% |
| 3Y | +265.3% | +37.6% | +227.7% | +234.4% |
| 5Y | +301.8% | +35.4% | +266.3% | +257.9% |
| All | +301.8% | +34.1% | +267.7% | +257.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling