+132.2%
COP vs RCL
+292.5%
-160.3%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.4% | +1.2% | +1.5% |
| 7D | +4.4% | -1.2% | +5.6% | +4.5% |
| 30D | 0.0% | +17.8% | -17.9% | -1.9% |
| 3M | +15.0% | +4.9% | +10.1% | +14.2% |
| 6M | +22.0% | +23.7% | -1.7% | +18.0% |
| YTD | +55.3% | +17.8% | +37.5% | +49.0% |
| 1Y | +64.1% | +28.9% | +35.2% | +54.7% |
| 3Y | +34.1% | +241.9% | -207.8% | +5.4% |
| All | +132.2% | +292.5% | -160.3% | +68.0% |
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