+234.8%
RCL vs COR
+184.0%
+50.8%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.9% | +1.7% | +0.1% |
| 7D | -5.1% | +2.8% | -7.9% | -5.4% |
| 30D | -19.0% | +4.5% | -23.5% | -19.5% |
| 3M | -9.6% | +22.7% | -32.2% | -12.0% |
| 6M | -6.7% | -9.7% | +3.0% | -3.8% |
| YTD | -3.9% | -1.4% | -2.5% | -3.5% |
| 1Y | -25.1% | +13.9% | -39.0% | -28.0% |
| 3Y | +179.1% | +94.0% | +85.2% | +102.0% |
| All | +234.8% | +184.0% | +50.8% | +78.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling