+896.5%
CL vs RL
+1,366.2%
-469.6%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.0% | -3.5% | -1.7% |
| 7D | -2.2% | -0.8% | -1.4% | -2.1% |
| 30D | -4.8% | -7.8% | +2.9% | -3.9% |
| 3M | +4.9% | -4.0% | +8.9% | +5.3% |
| 6M | -5.7% | -1.9% | -3.8% | -5.9% |
| YTD | +14.4% | -0.2% | +14.5% | +13.8% |
| 1Y | +8.7% | +10.7% | -1.9% | +6.6% |
| 3Y | +30.0% | +210.8% | -180.8% | +9.2% |
| 5Y | +28.4% | +238.2% | -209.9% | +4.6% |
| 10Y | +50.1% | +313.4% | -263.3% | +12.5% |
| All | +896.5% | +1,366.2% | -469.6% | +454.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling