+32.0%
RCL vs COPX
+31.7%
+0.3%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +4.0% | +2.4% | +5.1% |
| 7D | +11.7% | -3.0% | +14.6% | +12.7% |
| 30D | +21.1% | -13.6% | +34.8% | +26.6% |
| 3M | +2.9% | -11.2% | +14.1% | +5.9% |
| 6M | +29.8% | -2.4% | +32.2% | +27.5% |
| YTD | +21.4% | +4.2% | +17.2% | +17.3% |
| 1Y | +32.0% | +32.2% | -0.1% | +16.6% |
| All | +32.0% | +31.7% | +0.3% | +16.6% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 COPX 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