+1,914.6%
CLS vs RL
+337.1%
+1,577.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.2% | -4.2% | -4.9% |
| 7D | +16.3% | +2.6% | +13.7% | +15.0% |
| 30D | -25.7% | +2.9% | -28.6% | -26.8% |
| 3M | -30.9% | 0.0% | -30.9% | -31.2% |
| 6M | -35.5% | +17.1% | -52.6% | -41.3% |
| YTD | -18.7% | +10.1% | -28.8% | -24.2% |
| 1Y | -17.9% | +17.3% | -35.2% | -25.8% |
| 3Y | +838.1% | +249.3% | +588.8% | +424.1% |
| 5Y | +1,971.9% | +240.9% | +1,731.0% | +1,037.4% |
| All | +1,914.6% | +337.1% | +1,577.5% | +887.1% |
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