+29.5%
CL vs RL
+214.6%
-185.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.0% | -3.5% | -1.5% |
| 7D | -2.2% | -0.8% | -1.4% | -2.2% |
| 30D | -4.8% | -7.8% | +2.9% | -4.7% |
| 3M | +4.9% | -4.0% | +8.9% | +5.0% |
| 6M | -5.7% | -1.9% | -3.8% | -5.7% |
| YTD | +14.4% | -0.2% | +14.5% | +14.4% |
| 1Y | +8.7% | +10.7% | -1.9% | +8.8% |
| All | +29.5% | +214.6% | -185.2% | +23.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling