+3,083.3%
RCL vs COR
+17,545.2%
-14,461.9%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.9% | +1.7% | +0.3% |
| 7D | -5.1% | +2.8% | -7.9% | -5.8% |
| 30D | -19.0% | +4.5% | -23.5% | -20.1% |
| 3M | -9.6% | +22.7% | -32.2% | -14.6% |
| 6M | -6.7% | -9.7% | +3.0% | -5.4% |
| YTD | -3.9% | -1.4% | -2.5% | -5.3% |
| 1Y | -25.1% | +13.9% | -39.0% | -29.2% |
| 3Y | +179.1% | +94.0% | +85.2% | +123.9% |
| 5Y | +243.3% | +184.0% | +59.3% | +147.3% |
| 10Y | +325.8% | +406.8% | -81.0% | +156.1% |
| All | +3,083.3% | +17,545.2% | -14,461.9% | +948.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling