+1,628.1%
CLS vs RL
+356.1%
+1,272.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.4% | +1.9% | +1.1% |
| 7D | -22.2% | -4.2% | -18.0% | -20.6% |
| 30D | -44.4% | +4.3% | -48.6% | -45.6% |
| 3M | -34.3% | -4.6% | -29.7% | -33.2% |
| 6M | -50.1% | +1.7% | -51.8% | -51.4% |
| YTD | -30.1% | +7.3% | -37.4% | -34.0% |
| 1Y | -39.3% | +20.8% | -60.1% | -45.9% |
| 3Y | +732.7% | +247.0% | +485.8% | +368.0% |
| 5Y | +1,777.2% | +225.5% | +1,551.7% | +953.8% |
| All | +1,628.1% | +356.1% | +1,272.0% | +736.4% |
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