+1,927.5%
CL vs RMD
+38,610.5%
-36,683.0%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | 0.0% |
| 7D | +5.9% | -5.3% | +11.3% | +6.4% |
| 30D | +13.8% | +8.4% | +5.3% | +12.8% |
| 3M | +6.4% | +7.1% | -0.7% | +5.5% |
| 6M | +15.6% | +15.8% | -0.2% | +13.7% |
| YTD | +27.9% | +0.2% | +27.7% | +27.4% |
| 1Y | +31.4% | -1.4% | +32.8% | +31.1% |
| 3Y | +41.4% | +61.3% | -19.9% | +33.2% |
| 5Y | +42.8% | -3.9% | +46.7% | +40.4% |
| 10Y | +79.7% | +365.6% | -285.9% | +53.3% |
| All | +1,927.5% | +38,610.5% | -36,683.0% | +1,351.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RMD.
Daily Out/Under-Performance
Portfolio return minus RMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMD 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 RMD 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