+62.2%
COP vs RCL
+24.4%
+37.8%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.9% | +5.5% | +0.7% |
| 7D | +3.4% | -0.2% | +3.6% | +3.4% |
| 30D | -0.6% | +14.4% | -15.0% | +2.8% |
| 3M | +10.8% | +5.2% | +5.6% | +12.7% |
| 6M | +19.6% | +26.1% | -6.5% | +26.4% |
| YTD | +52.9% | +17.4% | +35.6% | +59.6% |
| 1Y | +62.2% | +24.7% | +37.5% | +69.2% |
| All | +62.2% | +24.4% | +37.8% | +69.2% |
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 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