+325.0%
COP vs RCL
+368.0%
-43.0%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.4% | +3.0% | +2.0% |
| 7D | +0.7% | +0.6% | +0.1% | +0.5% |
| 30D | +0.2% | +19.4% | -19.2% | -4.8% |
| 3M | +10.2% | +9.8% | +0.4% | +6.6% |
| 6M | +20.1% | +28.6% | -8.5% | +9.7% |
| YTD | +50.5% | +22.2% | +28.4% | +35.7% |
| 1Y | +56.8% | +29.7% | +27.1% | +38.3% |
| 3Y | +30.3% | +265.3% | -235.0% | -20.1% |
| 5Y | +126.8% | +301.8% | -174.9% | +23.8% |
| 10Y | +325.0% | +360.5% | -35.5% | +124.2% |
| All | +325.0% | +368.0% | -43.0% | +124.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling