-35.1%
CLF vs RL
+244.8%
-279.8%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | -7.3% | -4.9% | -9.1% |
| 7D | -21.0% | -4.7% | -16.3% | -19.3% |
| 30D | -8.0% | +3.6% | -11.6% | -9.5% |
| 3M | -10.9% | +0.5% | -11.5% | -11.6% |
| 6M | +5.8% | +6.6% | -0.8% | +0.9% |
| YTD | -15.1% | +8.8% | -24.0% | -20.5% |
| 1Y | +7.2% | +21.8% | -14.5% | -5.1% |
| All | -35.1% | +244.8% | -279.8% | -60.7% |
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