+3,519.4%
COP vs RCL
+5,669.9%
-2,150.5%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.4% | -0.8% | +0.3% |
| 7D | -11.5% | +6.5% | -18.0% | -12.9% |
| 30D | +5.0% | +15.9% | -10.9% | +1.4% |
| 3M | +17.5% | +2.7% | +14.8% | +15.9% |
| 6M | +16.2% | +15.2% | +1.0% | +10.8% |
| YTD | +48.8% | +19.2% | +29.5% | +38.0% |
| 1Y | +64.1% | +31.6% | +32.5% | +48.6% |
| 3Y | +25.7% | +274.2% | -248.5% | -12.5% |
| 5Y | +114.4% | +250.1% | -135.7% | +42.5% |
| 10Y | +331.7% | +388.4% | -56.8% | +142.8% |
| All | +3,519.4% | +5,669.9% | -2,150.5% | +1,253.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling