-22.9%
RCL vs COPX
+76.0%
-98.9%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -7.0% | +6.7% | +1.7% |
| 7D | -2.5% | -2.9% | +0.4% | -1.8% |
| 30D | -15.7% | 0.0% | -15.7% | -15.9% |
| 3M | -3.6% | +14.8% | -18.4% | -8.4% |
| 6M | -8.7% | +7.0% | -15.7% | -12.7% |
| YTD | -6.2% | +23.8% | -30.0% | -11.2% |
| 1Y | -22.9% | +75.7% | -98.6% | -27.2% |
| All | -22.9% | +76.0% | -98.9% | -27.2% |
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