+60.7%
COP vs RCL
+27.6%
+33.1%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +6.4% | -11.5% | -3.7% |
| 7D | -8.1% | +11.7% | -19.8% | -5.7% |
| 30D | +6.7% | +21.1% | -14.5% | +11.5% |
| 3M | +16.9% | +2.9% | +14.0% | +18.5% |
| 6M | +11.2% | +29.8% | -18.6% | +18.3% |
| YTD | +49.5% | +21.4% | +28.1% | +56.7% |
| 1Y | +60.7% | +32.0% | +28.7% | +66.4% |
| All | +60.7% | +27.6% | +33.1% | +66.4% |
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