+3,466.1%
COP vs RCL
+4,549.4%
-1,083.3%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -0.9% | -1.0% |
| 7D | +3.0% | -5.1% | +8.1% | +4.1% |
| 30D | +17.5% | -19.0% | +36.5% | +22.6% |
| 3M | +13.4% | -9.6% | +22.9% | +14.7% |
| 6M | +17.7% | -6.7% | +24.4% | +16.9% |
| YTD | +46.6% | -3.9% | +50.5% | +43.2% |
| 1Y | +44.6% | -25.1% | +69.7% | +48.5% |
| 3Y | +20.7% | +179.1% | -158.4% | -10.2% |
| 5Y | +185.0% | +243.3% | -58.3% | +90.6% |
| 10Y | +347.0% | +325.8% | +21.2% | +160.5% |
| All | +3,466.1% | +4,549.4% | -1,083.3% | +1,304.6% |
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