-29.6%
CLS vs RL
+34.3%
-63.9%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | +4.5% | -13.5% | -10.3% |
| 7D | -21.1% | +5.8% | -26.9% | -22.6% |
| 30D | -38.2% | +12.7% | -51.0% | -40.7% |
| 3M | -36.3% | +9.3% | -45.6% | -38.7% |
| 6M | -43.8% | +16.9% | -60.7% | -47.9% |
| YTD | -20.0% | +17.5% | -37.5% | -28.5% |
| 1Y | -29.6% | +34.6% | -64.2% | -50.0% |
| All | -29.6% | +34.3% | -63.9% | -50.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 1y: compounded portfolio wealth divided by compounded RL 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…
1y analysis · Full analysis span regression · 6 months rolling