+261.1%
RCL vs CMS
+32.6%
+228.6%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.1% | +3.5% | +1.7% |
| 7D | +6.5% | -1.3% | +7.8% | +6.8% |
| 30D | +15.9% | +6.3% | +9.6% | +14.7% |
| 3M | +2.7% | -2.1% | +4.7% | +2.9% |
| 6M | +15.2% | -5.1% | +20.3% | +15.9% |
| YTD | +19.2% | +1.3% | +18.0% | +18.3% |
| 1Y | +31.6% | -1.4% | +33.0% | +31.3% |
| 3Y | +274.2% | +36.9% | +237.3% | +242.9% |
| All | +261.1% | +32.6% | +228.6% | +221.1% |
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