+1,751.5%
CLS vs RCL
+396.5%
+1,355.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +3.0% | +4.9% | +6.8% |
| 7D | -10.6% | +5.0% | -15.5% | -12.2% |
| 30D | -38.4% | +19.4% | -57.8% | -42.3% |
| 3M | -29.9% | +5.9% | -35.8% | -31.6% |
| 6M | -40.6% | +23.8% | -64.4% | -45.3% |
| YTD | -24.6% | +22.8% | -47.4% | -32.2% |
| 1Y | -30.8% | +34.3% | -65.1% | -39.9% |
| 3Y | +811.7% | +276.4% | +535.3% | +454.0% |
| 5Y | +1,838.4% | +281.6% | +1,556.9% | +996.2% |
| 10Y | +1,751.5% | +379.0% | +1,372.5% | +749.5% |
| All | +1,751.5% | +396.5% | +1,355.0% | +749.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RCL.
Daily Out/Under-Performance
Portfolio return minus RCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCL 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 10y: compounded portfolio wealth divided by compounded RCL 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…
10y analysis · Full analysis span regression · 6 months rolling