+5,591.8%
RCL vs CMS
+848.7%
+4,743.1%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.4% | -2.7% | -3.0% |
| 7D | +3.9% | +1.7% | +2.3% | +3.3% |
| 30D | +11.8% | +8.6% | +3.1% | +8.4% |
| 3M | -0.8% | -0.5% | -0.4% | -0.6% |
| 6M | +23.6% | -4.2% | +27.8% | +25.2% |
| YTD | +17.6% | +3.4% | +14.2% | +15.3% |
| 1Y | +28.3% | +0.4% | +27.8% | +27.1% |
| 3Y | +261.4% | +38.2% | +223.2% | +213.2% |
| 5Y | +245.3% | +35.4% | +209.9% | +197.0% |
| 10Y | +381.8% | +131.7% | +250.1% | +233.1% |
| All | +5,591.8% | +848.7% | +4,743.1% | +2,108.6% |
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 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