+350.2%
RCL vs COR
+397.4%
-47.2%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.9% | +1.6% | +0.3% |
| 7D | -0.5% | -1.9% | +1.4% | +0.1% |
| 30D | -17.3% | +1.5% | -18.9% | -17.8% |
| 3M | -2.8% | +18.7% | -21.5% | -7.8% |
| 6M | -4.4% | -9.0% | +4.6% | -2.6% |
| YTD | -4.2% | -3.3% | -0.9% | -4.9% |
| 1Y | -23.4% | +9.8% | -33.2% | -27.4% |
| 3Y | +179.4% | +87.4% | +92.0% | +111.5% |
| 5Y | +238.8% | +180.5% | +58.2% | +118.4% |
| 10Y | +350.2% | +398.1% | -48.0% | +155.1% |
| All | +350.2% | +397.4% | -47.2% | +155.1% |
Cumulative growth
Daily Returns
Daily percentage return beside COR.
Daily Out/Under-Performance
Portfolio return minus COR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COR 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 10y: compounded portfolio wealth divided by compounded COR 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…
10y analysis · Full analysis span regression · 6 months rolling