+26.3%
CL vs RSG
+23.7%
+2.6%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.8% | -0.4% |
| 7D | -0.8% | +1.6% | -2.4% | -1.5% |
| 30D | +9.5% | +13.5% | -3.9% | +3.9% |
| 3M | +6.8% | +16.3% | -9.5% | +0.3% |
| 6M | +14.3% | +26.9% | -12.6% | +5.7% |
| YTD | +27.0% | +19.1% | +7.9% | +17.1% |
| 1Y | +26.3% | +21.8% | +4.5% | +15.8% |
| All | +26.3% | +23.7% | +2.6% | +15.8% |
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