+84.1%
CL vs RL
+347.1%
-263.0%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.3% | 0.0% |
| 7D | -0.8% | -4.4% | +3.6% | -0.5% |
| 30D | +9.5% | +5.6% | +4.0% | +9.0% |
| 3M | +6.8% | -0.6% | +7.4% | +6.7% |
| 6M | +14.3% | +15.5% | -1.2% | +12.8% |
| YTD | +27.0% | +12.3% | +14.7% | +25.4% |
| 1Y | +26.3% | +19.3% | +7.0% | +24.1% |
| 3Y | +39.3% | +255.5% | -216.3% | +23.0% |
| 5Y | +41.5% | +247.1% | -205.5% | +23.7% |
| 10Y | +84.1% | +346.0% | -261.9% | +51.1% |
| All | +84.1% | +347.1% | -263.0% | +51.1% |
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