+113.0%
COP vs RCL
+247.7%
-134.7%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.4% | -0.8% | +0.5% |
| 7D | -11.5% | +6.5% | -18.0% | -12.2% |
| 30D | +5.0% | +15.9% | -10.9% | +3.2% |
| 3M | +17.5% | +2.7% | +14.8% | +16.9% |
| 6M | +16.2% | +15.2% | +1.0% | +13.5% |
| YTD | +48.8% | +19.2% | +29.5% | +42.5% |
| 1Y | +64.1% | +31.6% | +32.5% | +54.2% |
| 3Y | +25.7% | +274.2% | -248.5% | -2.9% |
| All | +113.0% | +247.7% | -134.7% | +59.5% |
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