+99.7%
CLF vs RL
+356.1%
-256.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.4% | +3.1% | +2.4% |
| 7D | -19.6% | -4.2% | -15.4% | -17.7% |
| 30D | -5.0% | +4.3% | -9.2% | -7.5% |
| 3M | -6.3% | -4.6% | -1.7% | -4.8% |
| 6M | +2.8% | +1.7% | +1.1% | -0.8% |
| YTD | -13.7% | +7.3% | -21.1% | -19.7% |
| 1Y | +13.6% | +20.8% | -7.2% | -1.3% |
| 3Y | -34.0% | +247.0% | -280.9% | -69.9% |
| 5Y | -48.7% | +225.5% | -274.2% | -76.4% |
| All | +99.7% | +356.1% | -256.4% | -15.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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