+2,104.6%
CLS vs RCL
+1,135.6%
+969.0%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.4% | -0.9% | 0.0% |
| 7D | -22.2% | +6.5% | -28.7% | -24.2% |
| 30D | -44.4% | +15.9% | -60.3% | -47.3% |
| 3M | -34.3% | +2.7% | -37.0% | -35.3% |
| 6M | -50.1% | +15.2% | -65.3% | -52.8% |
| YTD | -30.1% | +19.2% | -49.3% | -36.5% |
| 1Y | -39.3% | +31.6% | -71.0% | -47.0% |
| 3Y | +732.7% | +274.2% | +458.5% | +402.0% |
| 5Y | +1,777.2% | +250.1% | +1,527.1% | +972.9% |
| 10Y | +1,645.6% | +388.4% | +1,257.2% | +630.0% |
| All | +2,104.6% | +1,135.6% | +969.0% | +280.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling