+32.1%
CL vs RSG
+19.5%
+12.6%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.0% | +2.2% | +2.8% |
| 7D | +7.7% | +5.1% | +2.6% | +5.4% |
| 30D | +15.2% | +15.3% | -0.1% | +8.7% |
| 3M | +7.3% | +18.6% | -11.2% | +0.3% |
| 6M | +17.0% | +19.5% | -2.5% | +9.7% |
| YTD | +28.0% | +17.2% | +10.8% | +18.9% |
| 1Y | +32.1% | +19.6% | +12.6% | +22.7% |
| All | +32.1% | +19.5% | +12.6% | +22.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 1y: compounded portfolio wealth divided by compounded RSG 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…
1y analysis · Full analysis span regression · 6 months rolling