-25.1%
RCL vs CL
+8.2%
-33.3%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.3% | +0.2% |
| 7D | -5.1% | -2.2% | -2.9% | -4.5% |
| 30D | -19.0% | -4.8% | -14.2% | -18.0% |
| 3M | -9.6% | +4.9% | -14.5% | -10.8% |
| 6M | -6.7% | -5.7% | -1.0% | -7.3% |
| YTD | -3.9% | +14.4% | -18.3% | -8.1% |
| 1Y | -25.1% | +8.7% | -33.8% | -27.1% |
| All | -25.1% | +8.2% | -33.3% | -27.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL 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 1y: compounded portfolio wealth divided by compounded CL 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…
1y analysis · Full analysis span regression · 6 months rolling