+35.1%
CLS vs RCL
-24.0%
+59.1%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -0.3% | +5.9% | +5.7% |
| 7D | +12.8% | -0.5% | +13.2% | +12.8% |
| 30D | +3.8% | -17.3% | +21.2% | +6.4% |
| 3M | -14.6% | -2.8% | -11.9% | -13.6% |
| 6M | +32.2% | -4.4% | +36.6% | +32.9% |
| YTD | +11.6% | -4.2% | +15.8% | +14.3% |
| 1Y | +35.1% | -23.4% | +58.4% | +27.2% |
| All | +35.1% | -24.0% | +59.1% | +27.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling