-46.0%
CLF vs RL
+240.9%
-286.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +5.8% | +1.1% | +4.0% |
| 7D | -14.1% | +0.2% | -14.3% | -14.1% |
| 30D | -5.5% | +7.3% | -12.9% | -9.2% |
| 3M | 0.0% | +1.0% | -1.0% | -1.2% |
| 6M | +11.3% | +11.8% | -0.5% | +2.3% |
| YTD | -7.7% | +13.6% | -21.3% | -16.5% |
| 1Y | +17.5% | +24.0% | -6.5% | +0.9% |
| 3Y | -25.4% | +256.6% | -282.0% | -66.9% |
| 5Y | -46.0% | +240.2% | -286.2% | -77.9% |
| All | -46.0% | +240.9% | -286.9% | -77.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling