-5.9%
COF vs RCL
-24.0%
+18.2%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.3% | -1.5% | -1.7% |
| 7D | -6.1% | -2.5% | -3.6% | -5.4% |
| 30D | -5.2% | -15.7% | +10.5% | -0.2% |
| 3M | +17.0% | -3.6% | +20.6% | +18.2% |
| 6M | +12.9% | -8.7% | +21.6% | +15.1% |
| YTD | -13.5% | -6.2% | -7.4% | -12.7% |
| 1Y | -5.9% | -22.9% | +17.0% | -2.4% |
| All | -5.9% | -24.0% | +18.2% | -2.4% |
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