+3,269.5%
CLS vs RCL
+249.6%
+3,019.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.9% |
| 7D | +4.6% | -5.1% | +9.7% | +6.6% |
| 30D | -13.9% | -19.0% | +5.1% | -6.6% |
| 3M | -26.6% | -9.6% | -17.0% | -23.8% |
| 6M | +15.4% | -6.7% | +22.1% | +17.9% |
| YTD | +5.7% | -3.9% | +9.6% | +3.7% |
| 1Y | +41.1% | -25.1% | +66.2% | +51.6% |
| 3Y | +1,228.6% | +179.1% | +1,049.5% | +759.1% |
| All | +3,269.5% | +249.6% | +3,019.9% | +1,764.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling