+707.5%
CL vs RSG
+2,275.9%
-1,568.4%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.8% | -0.2% |
| 7D | -0.8% | +1.6% | -2.4% | -1.1% |
| 30D | +9.5% | +13.5% | -3.9% | +6.6% |
| 3M | +6.8% | +16.3% | -9.5% | +3.4% |
| 6M | +14.3% | +26.9% | -12.6% | +8.6% |
| YTD | +27.0% | +19.1% | +7.9% | +22.1% |
| 1Y | +26.3% | +21.8% | +4.5% | +20.8% |
| 3Y | +39.3% | +63.5% | -24.2% | +25.1% |
| 5Y | +41.5% | +98.6% | -57.1% | +21.9% |
| 10Y | +84.1% | +444.4% | -360.3% | +31.6% |
| All | +707.5% | +2,275.9% | -1,568.4% | +360.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling