+627.3%
CL vs RSG
+2,015.2%
-1,388.0%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.1% | -0.4% | -1.2% |
| 7D | -2.2% | +0.3% | -2.5% | -2.2% |
| 30D | -4.8% | +7.6% | -12.4% | -6.3% |
| 3M | +4.9% | +7.4% | -2.5% | +3.3% |
| 6M | -5.7% | -3.3% | -2.4% | -5.1% |
| YTD | +14.4% | +6.0% | +8.4% | +12.8% |
| 1Y | +8.7% | -3.7% | +12.4% | +9.4% |
| 3Y | +30.0% | +59.1% | -29.1% | +17.5% |
| 5Y | +28.4% | +89.0% | -60.7% | +11.8% |
| 10Y | +50.1% | +412.5% | -362.4% | +9.0% |
| All | +627.3% | +2,015.2% | -1,388.0% | +325.2% |
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