+891.5%
CLS vs RCL
+254.2%
+637.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -3.9% | +8.5% | +6.3% |
| 7D | +23.5% | -0.2% | +23.8% | +23.5% |
| 30D | -28.9% | +14.4% | -43.3% | -33.6% |
| 3M | -25.2% | +5.2% | -30.3% | -27.5% |
| 6M | -32.1% | +26.1% | -58.2% | -39.5% |
| YTD | -14.1% | +17.4% | -31.4% | -24.7% |
| 1Y | -24.1% | +24.7% | -48.7% | -36.1% |
| All | +891.5% | +254.2% | +637.4% | +345.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling