+5,862.7%
COF vs RCL
+2,853.2%
+3,009.6%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.3% |
| 7D | +1.8% | -5.1% | +6.9% | +4.2% |
| 30D | -0.6% | -19.0% | +18.4% | +9.1% |
| 3M | +20.3% | -9.6% | +29.9% | +25.1% |
| 6M | +13.0% | -6.7% | +19.7% | +14.7% |
| YTD | -8.3% | -3.9% | -4.4% | -9.5% |
| 1Y | -1.5% | -25.1% | +23.6% | +7.7% |
| 3Y | +122.3% | +179.1% | -56.9% | +30.3% |
| 5Y | +52.5% | +243.3% | -190.8% | -26.2% |
| 10Y | +264.9% | +325.8% | -60.9% | +24.1% |
| All | +5,862.7% | +2,853.2% | +3,009.6% | +494.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling