+2,609.7%
CLS vs RCL
+1,116.1%
+1,493.6%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -3.9% | +8.5% | +6.0% |
| 7D | +23.5% | -0.2% | +23.8% | +23.5% |
| 30D | -28.9% | +14.4% | -43.3% | -32.5% |
| 3M | -25.2% | +5.2% | -30.3% | -27.0% |
| 6M | -32.1% | +26.1% | -58.2% | -37.9% |
| YTD | -14.1% | +17.4% | -31.4% | -21.6% |
| 1Y | -24.1% | +24.7% | -48.7% | -32.4% |
| 3Y | +897.0% | +250.9% | +646.0% | +514.1% |
| 5Y | +2,089.9% | +293.8% | +1,796.1% | +1,102.0% |
| 10Y | +2,022.2% | +342.4% | +1,679.9% | +818.6% |
| All | +2,609.7% | +1,116.1% | +1,493.6% | +369.9% |
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