+217.6%
CLF vs RL
+1,498.4%
-1,280.7%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | -7.3% | -4.9% | -8.6% |
| 7D | -21.0% | -4.7% | -16.3% | -19.1% |
| 30D | -8.0% | +3.6% | -11.6% | -9.8% |
| 3M | -10.9% | +0.5% | -11.5% | -12.0% |
| 6M | +5.8% | +6.6% | -0.8% | +0.3% |
| YTD | -15.1% | +8.8% | -24.0% | -20.8% |
| 1Y | +7.2% | +21.8% | -14.5% | -5.4% |
| 3Y | -34.2% | +245.8% | -280.0% | -66.4% |
| 5Y | -49.6% | +230.0% | -279.6% | -74.1% |
| 10Y | +109.9% | +369.4% | -259.5% | -14.4% |
| All | +217.6% | +1,498.4% | -1,280.7% | -9.8% |
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 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