-5.1%
COF vs RCL
+27.6%
-32.6%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +6.4% | -7.5% | -3.0% |
| 7D | +0.7% | +11.7% | -11.0% | -2.6% |
| 30D | +5.7% | +21.1% | -15.4% | -0.3% |
| 3M | -6.7% | +2.9% | -9.6% | -7.7% |
| 6M | +9.5% | +29.8% | -20.3% | +0.6% |
| YTD | -13.9% | +21.4% | -35.3% | -19.6% |
| 1Y | -5.1% | +32.0% | -37.1% | -14.9% |
| All | -5.1% | +27.6% | -32.6% | -14.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RCL.
Daily Out/Under-Performance
Portfolio return minus RCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCL 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 1y: compounded portfolio wealth divided by compounded RCL 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…
1y analysis · Full analysis span regression · 6 months rolling