+76.3%
CL vs RL
+397.7%
-321.4%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +5.8% | -4.4% | +1.0% |
| 7D | +0.5% | +0.2% | +0.3% | +0.5% |
| 30D | +11.6% | +7.3% | +4.3% | +10.9% |
| 3M | +5.6% | +1.0% | +4.6% | +5.4% |
| 6M | +13.2% | +11.8% | +1.4% | +11.9% |
| YTD | +26.9% | +13.6% | +13.3% | +25.2% |
| 1Y | +27.3% | +24.0% | +3.3% | +24.8% |
| 3Y | +39.7% | +256.6% | -216.9% | +23.7% |
| 5Y | +41.3% | +240.2% | -198.9% | +24.1% |
| 10Y | +76.3% | +373.0% | -296.7% | +42.9% |
| All | +76.3% | +397.7% | -321.4% | +42.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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