+3,038.3%
CLS vs RL
+297.6%
+2,740.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.3% | +4.4% | +2.6% |
| 7D | +20.1% | -0.3% | +20.4% | +20.2% |
| 30D | +6.0% | -17.5% | +23.6% | +15.6% |
| 3M | -10.3% | -14.0% | +3.7% | -4.8% |
| 6M | +24.5% | -2.0% | +26.5% | +23.6% |
| YTD | +12.9% | -4.6% | +17.4% | +12.8% |
| 1Y | +36.7% | +9.5% | +27.2% | +27.8% |
| 3Y | +1,328.1% | +200.5% | +1,127.6% | +761.8% |
| 5Y | +3,682.3% | +226.3% | +3,456.1% | +2,044.5% |
| 10Y | +3,038.3% | +304.8% | +2,733.5% | +1,532.2% |
| All | +3,038.3% | +297.6% | +2,740.7% | +1,532.2% |
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