+42.8%
CL vs RL
+232.3%
-189.5%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -7.3% | +7.3% | +0.4% |
| 7D | +5.9% | -4.7% | +10.6% | +6.2% |
| 30D | +13.8% | +3.6% | +10.2% | +13.5% |
| 3M | +6.4% | +0.5% | +5.9% | +6.3% |
| 6M | +15.6% | +6.6% | +9.0% | +15.0% |
| YTD | +27.9% | +8.8% | +19.1% | +26.9% |
| 1Y | +31.4% | +21.8% | +9.6% | +29.6% |
| 3Y | +41.4% | +245.8% | -204.4% | +26.4% |
| 5Y | +42.8% | +230.0% | -187.2% | +26.6% |
| All | +42.8% | +232.3% | -189.5% | +26.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling