+89.6%
CL vs RSG
+452.6%
-363.0%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.8% | +1.8% |
| 7D | +3.2% | +2.5% | +0.7% | +2.0% |
| 30D | +8.0% | +12.7% | -4.7% | +1.9% |
| 3M | +7.9% | +17.9% | -10.1% | -0.5% |
| 6M | +14.7% | +25.0% | -10.3% | +2.8% |
| YTD | +29.2% | +20.8% | +8.3% | +17.1% |
| 1Y | +29.5% | +24.3% | +5.3% | +15.7% |
| 3Y | +40.7% | +65.3% | -24.6% | +7.7% |
| 5Y | +43.9% | +99.1% | -55.2% | -1.0% |
| All | +89.6% | +452.6% | -363.0% | -22.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling