+3,269.5%
CLS vs RL
+238.1%
+3,031.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.0% | -1.2% | -0.3% |
| 7D | +4.6% | -0.8% | +5.4% | +5.1% |
| 30D | -13.9% | -7.8% | -6.1% | -10.5% |
| 3M | -26.6% | -4.0% | -22.6% | -26.0% |
| 6M | +15.4% | -1.9% | +17.3% | +14.2% |
| YTD | +5.7% | -0.2% | +5.8% | +2.6% |
| 1Y | +41.1% | +10.7% | +30.4% | +28.1% |
| 3Y | +1,228.6% | +210.8% | +1,017.8% | +585.5% |
| All | +3,269.5% | +238.1% | +3,031.4% | +1,398.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling