+186.4%
COP vs RCL
+249.6%
-63.2%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -0.9% | -1.1% |
| 7D | +3.0% | -5.1% | +8.1% | +3.6% |
| 30D | +17.5% | -19.0% | +36.5% | +20.3% |
| 3M | +13.4% | -9.6% | +22.9% | +14.1% |
| 6M | +17.7% | -6.7% | +24.4% | +17.2% |
| YTD | +46.6% | -3.9% | +50.5% | +44.0% |
| 1Y | +44.6% | -25.1% | +69.7% | +48.1% |
| 3Y | +20.7% | +179.1% | -158.4% | -3.9% |
| All | +186.4% | +249.6% | -63.2% | +105.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling