+292.2%
RCL vs COR
+203.9%
+88.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.0% | -2.6% | 0.0% |
| 7D | -1.2% | +7.8% | -9.0% | -2.2% |
| 30D | +17.8% | +7.0% | +10.8% | +16.9% |
| 3M | +4.9% | +16.3% | -11.3% | +3.0% |
| 6M | +23.7% | +41.3% | -17.6% | +18.3% |
| YTD | +17.8% | +7.1% | +10.7% | +17.1% |
| 1Y | +28.9% | -0.8% | +29.7% | +30.8% |
| 3Y | +241.9% | +85.0% | +156.9% | +164.7% |
| All | +292.2% | +203.9% | +88.3% | +81.9% |
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