+1,929.4%
CLS vs RL
+347.1%
+1,582.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | -1.4% | +9.9% | +9.1% |
| 7D | +2.8% | -4.4% | +7.1% | +5.2% |
| 30D | -30.1% | +5.6% | -35.7% | -32.0% |
| 3M | -21.7% | -0.6% | -21.1% | -21.9% |
| 6M | -36.2% | +15.5% | -51.7% | -41.6% |
| YTD | -17.8% | +12.3% | -30.2% | -24.0% |
| 1Y | -26.8% | +19.3% | -46.1% | -34.3% |
| 3Y | +853.4% | +255.5% | +597.8% | +428.8% |
| 5Y | +2,005.0% | +247.1% | +1,758.0% | +1,047.1% |
| 10Y | +1,929.4% | +346.0% | +1,583.4% | +870.2% |
| All | +1,929.4% | +347.1% | +1,582.3% | +870.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling