+35.7%
COF vs RCL
+292.5%
-256.8%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.6% |
| 7D | -3.4% | -1.2% | -2.2% | -3.0% |
| 30D | +0.4% | +17.8% | -17.5% | -5.9% |
| 3M | -12.5% | +4.9% | -17.5% | -14.7% |
| 6M | +8.3% | +23.7% | -15.4% | -1.3% |
| YTD | -18.6% | +17.8% | -36.4% | -25.7% |
| 1Y | -8.6% | +28.9% | -37.5% | -19.8% |
| 3Y | +94.7% | +241.9% | -147.2% | +16.4% |
| All | +35.7% | +292.5% | -256.8% | -26.6% |
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