+227.1%
RCL vs COPX
+193.3%
+33.9%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.9% | -2.7% | -2.2% |
| 7D | -2.2% | +6.0% | -8.2% | -4.9% |
| 30D | -15.7% | +6.4% | -22.1% | -18.3% |
| 3M | -8.0% | +19.3% | -27.3% | -16.4% |
| 6M | -10.1% | +16.2% | -26.4% | -18.2% |
| YTD | -5.9% | +33.2% | -39.0% | -21.3% |
| 1Y | -23.5% | +90.2% | -113.7% | -47.7% |
| 3Y | +174.4% | +175.7% | -1.3% | +41.3% |
| 5Y | +227.1% | +193.1% | +34.0% | +57.4% |
| All | +227.1% | +193.3% | +33.9% | +57.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling