+80.4%
CLF vs RL
+342.1%
-261.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.1% |
| 7D | +16.0% | +2.4% | +13.6% | +14.6% |
| 30D | +1.6% | +4.6% | -2.9% | -1.1% |
| 3M | +6.7% | -1.1% | +7.8% | +6.5% |
| 6M | +21.1% | +16.5% | +4.6% | +8.6% |
| YTD | -1.6% | +11.4% | -13.0% | -10.2% |
| 1Y | +18.5% | +16.1% | +2.4% | +5.5% |
| 3Y | -21.0% | +252.6% | -273.6% | -63.9% |
| 5Y | -41.4% | +244.9% | -286.3% | -73.7% |
| All | +80.4% | +342.1% | -261.7% | -11.5% |
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