+331.5%
RCL vs CL
+50.5%
+281.0%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.3% | +0.4% |
| 7D | -5.1% | -2.2% | -2.9% | -4.4% |
| 30D | -19.0% | -4.8% | -14.2% | -17.6% |
| 3M | -9.6% | +4.9% | -14.5% | -11.3% |
| 6M | -6.7% | -5.7% | -1.0% | -5.2% |
| YTD | -3.9% | +14.4% | -18.3% | -8.9% |
| 1Y | -25.1% | +8.7% | -33.8% | -27.7% |
| 3Y | +179.1% | +30.0% | +149.1% | +144.3% |
| 5Y | +243.3% | +28.4% | +215.0% | +198.2% |
| All | +331.5% | +50.5% | +281.0% | +265.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling