+298.3%
COP vs RCL
+396.5%
-98.2%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.0% | -4.3% | -2.1% |
| 7D | -8.4% | +5.0% | -13.4% | -9.7% |
| 30D | +0.3% | +19.4% | -19.1% | -4.7% |
| 3M | +15.1% | +5.9% | +9.2% | +12.3% |
| 6M | +19.8% | +23.8% | -4.0% | +10.6% |
| YTD | +46.8% | +22.8% | +24.0% | +32.2% |
| 1Y | +59.7% | +34.3% | +25.5% | +39.5% |
| 3Y | +28.7% | +276.4% | -247.7% | -21.7% |
| 5Y | +110.7% | +281.6% | -170.9% | +17.4% |
| 10Y | +298.3% | +379.0% | -80.7% | +118.3% |
| All | +298.3% | +396.5% | -98.2% | +118.3% |
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