+360.5%
RCL vs CL
+84.6%
+275.9%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.3% | -1.3% |
| 7D | +0.6% | -0.8% | +1.4% | +0.9% |
| 30D | +19.4% | +9.5% | +9.9% | +15.9% |
| 3M | +9.8% | +6.8% | +3.0% | +7.4% |
| 6M | +28.6% | +14.3% | +14.4% | +22.5% |
| YTD | +22.2% | +27.0% | -4.8% | +11.9% |
| 1Y | +29.7% | +26.3% | +3.4% | +19.0% |
| 3Y | +265.3% | +39.3% | +226.0% | +213.8% |
| 5Y | +301.8% | +41.5% | +260.2% | +238.1% |
| 10Y | +360.5% | +84.1% | +276.4% | +257.0% |
| All | +360.5% | +84.6% | +275.9% | +257.0% |
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