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  • RCL vs CMS✓SelectedUSD · CMSRCL vs CMS performance historyLatest closeAs of-0.14%09/04
Stock and ETF performance explorer

RCL vs CMS

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+4,549.4%
CMS return
+818.9%
Excess return
+3,730.4%
Maximum drawdown
-89.5%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioCMSExcessAlpha
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%-17.9%
3M-9.6%-1.9%-7.7%-9.1%
6M-6.7%-11.0%+4.3%-3.0%
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%+142.8%
5Y+243.3%+23.1%+220.2%+205.5%
10Y+325.8%+117.9%+207.9%+200.7%
All+4,549.4%+818.9%+3,730.4%+1,725.1%

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 all: 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…

all analysis · Full analysis span regression · 6 months rolling