+43.1%
COF vs RCL
+224.8%
-181.7%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.1% | +0.4% |
| 7D | -5.1% | -1.9% | -3.2% | -4.4% |
| 30D | -6.0% | -15.5% | +9.5% | +0.1% |
| 3M | +14.8% | -9.7% | +24.5% | +19.0% |
| 6M | +15.3% | -8.7% | +24.1% | +18.0% |
| YTD | -13.0% | -5.8% | -7.3% | -13.2% |
| 1Y | -5.7% | -24.5% | +18.7% | +1.9% |
| 3Y | +118.1% | +173.9% | -55.8% | +42.2% |
| All | +43.1% | +224.8% | -181.7% | -18.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling