+178.5%
RCL vs COPX
+165.8%
+12.7%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.1% | -4.4% | -1.7% |
| 7D | -0.5% | +5.8% | -6.2% | -2.4% |
| 30D | -17.3% | +7.2% | -24.6% | -19.5% |
| 3M | -2.8% | +16.5% | -19.3% | -8.5% |
| 6M | -4.4% | +18.4% | -22.8% | -11.2% |
| YTD | -4.2% | +31.9% | -36.1% | -15.0% |
| 1Y | -23.4% | +88.5% | -111.9% | -40.9% |
| All | +178.5% | +165.8% | +12.7% | +77.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling