+2,089.9%
CLS vs RL
+243.2%
+1,846.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.8% | +5.4% | +5.0% |
| 7D | +23.5% | +2.4% | +21.2% | +21.9% |
| 30D | -28.9% | +4.6% | -33.5% | -30.9% |
| 3M | -25.2% | -1.1% | -24.0% | -25.2% |
| 6M | -32.1% | +16.5% | -48.6% | -39.6% |
| YTD | -14.1% | +11.4% | -25.5% | -22.1% |
| 1Y | -24.1% | +16.1% | -40.2% | -32.9% |
| 3Y | +897.0% | +252.6% | +644.4% | +367.6% |
| 5Y | +2,089.9% | +244.9% | +1,845.0% | +861.9% |
| All | +2,089.9% | +243.2% | +1,846.7% | +861.9% |
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