+379.0%
RCL vs COR
+534.3%
-155.3%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +3.7% | -0.7% | +1.8% |
| 7D | +5.0% | +2.3% | +2.6% | +4.2% |
| 30D | +19.4% | +6.8% | +12.6% | +17.0% |
| 3M | +5.9% | +8.1% | -2.2% | +3.2% |
| 6M | +23.8% | +33.0% | -9.2% | +12.4% |
| YTD | +22.8% | +3.0% | +19.8% | +19.3% |
| 1Y | +34.3% | -3.4% | +37.7% | +33.6% |
| 3Y | +276.4% | +80.1% | +196.3% | +182.7% |
| 5Y | +281.6% | +194.7% | +86.9% | +128.8% |
| 10Y | +379.0% | +512.3% | -133.3% | +129.1% |
| All | +379.0% | +534.3% | -155.3% | +129.1% |
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