+18.8%
CLF vs RL
+22.3%
-3.5%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +5.8% | +1.1% | +5.2% |
| 7D | -14.1% | +0.2% | -14.3% | -13.9% |
| 30D | -5.5% | +7.3% | -12.9% | -7.2% |
| 3M | 0.0% | +1.0% | -1.0% | +0.4% |
| 6M | +11.3% | +11.8% | -0.5% | +6.0% |
| YTD | -7.7% | +13.6% | -21.3% | -13.7% |
| All | +18.8% | +22.3% | -3.5% | +7.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling