+71.8%
COST vs RCL
+180.0%
-108.1%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.6% |
| 7D | -3.2% | -0.5% | -2.7% | -3.1% |
| 30D | -4.0% | -17.3% | +13.4% | -2.3% |
| 3M | -6.5% | -2.8% | -3.7% | -6.4% |
| 6M | -8.5% | -4.4% | -4.1% | -8.6% |
| YTD | +6.0% | -4.2% | +10.2% | +5.2% |
| 1Y | -5.8% | -23.4% | +17.6% | -3.4% |
| 3Y | +71.8% | +179.4% | -107.6% | +40.5% |
| All | +71.8% | +180.0% | -108.1% | +40.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling