+329.9%
COP vs RCL
+338.4%
-8.5%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.9% | +5.5% | +2.6% |
| 7D | +3.4% | -0.2% | +3.6% | +3.4% |
| 30D | -0.6% | +14.4% | -15.0% | -4.5% |
| 3M | +10.8% | +5.2% | +5.6% | +8.2% |
| 6M | +19.6% | +26.1% | -6.5% | +9.8% |
| YTD | +52.9% | +17.4% | +35.6% | +39.2% |
| 1Y | +62.2% | +24.7% | +37.5% | +44.5% |
| 3Y | +32.4% | +250.9% | -218.6% | -18.0% |
| 5Y | +129.7% | +293.8% | -164.1% | +25.7% |
| All | +329.9% | +338.4% | -8.5% | +125.8% |
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