+124.5%
COST vs RCL
+292.5%
-168.0%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.9% | +1.2% |
| 7D | +5.0% | -1.2% | +6.2% | +5.1% |
| 30D | +12.8% | +17.8% | -5.0% | +10.5% |
| 3M | +15.2% | +4.9% | +10.2% | +14.3% |
| 6M | +7.4% | +23.7% | -16.3% | +4.0% |
| YTD | +29.0% | +17.8% | +11.2% | +24.5% |
| 1Y | +20.3% | +28.9% | -8.6% | +14.3% |
| 3Y | +99.0% | +241.9% | -142.9% | +59.5% |
| All | +124.5% | +292.5% | -168.0% | +71.8% |
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