+1,053.1%
RCL vs COPX
+118.6%
+934.5%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.5% | +2.9% | +1.8% |
| 7D | -1.2% | -2.8% | +1.6% | +0.3% |
| 30D | +17.8% | -14.3% | +32.2% | +28.4% |
| 3M | +4.9% | -19.0% | +24.0% | +17.0% |
| 6M | +23.7% | -24.4% | +48.1% | +40.6% |
| YTD | +17.8% | -3.2% | +21.1% | +12.3% |
| 1Y | +28.9% | +15.2% | +13.8% | +10.2% |
| 3Y | +241.9% | +127.6% | +114.2% | +78.0% |
| 5Y | +295.4% | +106.0% | +189.4% | +115.5% |
| 10Y | +344.1% | +313.7% | +30.4% | +47.3% |
| All | +1,053.1% | +118.6% | +934.5% | +416.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling