+11.9%
COST vs RCL
+27.6%
-15.7%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +6.4% | -3.7% | +2.7% |
| 7D | +6.6% | +11.7% | -5.0% | +6.7% |
| 30D | +13.5% | +21.1% | -7.7% | +13.8% |
| 3M | +10.6% | +2.9% | +7.7% | +10.4% |
| 6M | +3.6% | +29.8% | -26.2% | +4.4% |
| YTD | +22.1% | +21.4% | +0.6% | +22.7% |
| 1Y | +11.9% | +32.0% | -20.1% | +12.0% |
| All | +11.9% | +27.6% | -15.7% | +12.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling