+732.7%
CLS vs RL
+240.1%
+492.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.4% | +1.9% | +1.3% |
| 7D | -22.2% | -4.2% | -18.0% | -20.3% |
| 30D | -44.4% | +4.3% | -48.6% | -45.9% |
| 3M | -34.3% | -4.6% | -29.7% | -33.0% |
| 6M | -50.1% | +1.7% | -51.8% | -51.9% |
| YTD | -30.1% | +7.3% | -37.4% | -35.7% |
| 1Y | -39.3% | +20.8% | -60.1% | -48.6% |
| 3Y | +732.7% | +247.0% | +485.8% | +314.2% |
| All | +732.7% | +240.1% | +492.7% | +314.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling