+252.3%
CLF vs RL
+1,366.2%
-1,113.9%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.0% | -0.2% | +0.8% |
| 7D | +7.6% | -0.8% | +8.4% | +7.9% |
| 30D | -1.2% | -7.8% | +6.6% | +2.4% |
| 3M | -13.4% | -4.0% | -9.4% | -12.6% |
| 6M | +15.4% | -1.9% | +17.3% | +14.4% |
| YTD | -5.9% | -0.2% | -5.7% | -7.8% |
| 1Y | +18.8% | +10.7% | +8.1% | +10.5% |
| 3Y | -19.4% | +210.8% | -230.2% | -56.4% |
| 5Y | -47.7% | +238.2% | -286.0% | -73.4% |
| 10Y | +130.4% | +313.4% | -183.0% | +0.4% |
| All | +252.3% | +1,366.2% | -1,113.9% | +5.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling