-25.1%
RCL vs COPX
+84.7%
-109.8%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | +0.1% |
| 7D | -5.1% | -4.0% | -1.1% | -4.0% |
| 30D | -19.0% | +4.5% | -23.5% | -20.2% |
| 3M | -9.6% | +0.8% | -10.4% | -10.1% |
| 6M | -6.7% | +3.2% | -9.9% | -10.4% |
| YTD | -3.9% | +26.7% | -30.6% | -9.5% |
| 1Y | -25.1% | +85.7% | -110.8% | -32.1% |
| All | -25.1% | +84.7% | -109.8% | -32.1% |
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