-17.5%
CLF vs RL
+212.5%
-230.0%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.0% | -0.2% | +0.9% |
| 7D | +7.6% | -0.8% | +8.4% | +7.9% |
| 30D | -1.2% | -7.8% | +6.6% | +2.1% |
| 3M | -13.4% | -4.0% | -9.4% | -12.9% |
| 6M | +15.4% | -1.9% | +17.3% | +14.1% |
| YTD | -5.9% | -0.2% | -5.7% | -8.1% |
| 1Y | +18.8% | +10.7% | +8.1% | +10.1% |
| All | -17.5% | +212.5% | -230.0% | -48.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling