-32.1%
CLS vs RCL
+23.0%
-55.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -3.9% | +8.5% | +6.2% |
| 7D | +23.5% | -0.2% | +23.8% | +23.3% |
| 30D | -28.9% | +14.4% | -43.3% | -34.1% |
| 3M | -25.2% | +5.2% | -30.3% | -26.9% |
| 6M | -32.1% | +26.1% | -58.2% | -40.1% |
| All | -32.1% | +23.0% | -55.1% | -40.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling