+3,850.5%
RCL vs COR
+17,684.4%
-13,833.8%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.8% | +3.2% | +1.8% |
| 7D | +6.5% | +0.8% | +5.7% | +6.3% |
| 30D | +15.9% | +5.1% | +10.7% | +14.4% |
| 3M | +2.7% | +2.8% | -0.2% | +1.8% |
| 6M | +15.2% | +32.5% | -17.3% | +6.5% |
| YTD | +19.2% | -0.7% | +19.9% | +17.3% |
| 1Y | +31.6% | -6.7% | +38.3% | +31.7% |
| 3Y | +274.2% | +73.7% | +200.5% | +210.0% |
| 5Y | +250.1% | +177.9% | +72.2% | +153.8% |
| 10Y | +388.4% | +533.8% | -145.3% | +179.8% |
| All | +3,850.5% | +17,684.4% | -13,833.8% | +1,198.3% |
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