+57.2%
COP vs RCL
+32.4%
+24.8%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.0% | -4.3% | -0.6% |
| 7D | -8.4% | +5.0% | -13.4% | -7.2% |
| 30D | +0.3% | +19.4% | -19.1% | +4.7% |
| 3M | +15.1% | +5.9% | +9.2% | +17.5% |
| 6M | +19.8% | +23.8% | -4.0% | +26.9% |
| YTD | +46.8% | +22.8% | +24.0% | +54.9% |
| All | +57.2% | +32.4% | +24.8% | +64.4% |
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