+281.6%
RCL vs CL
+41.6%
+239.9%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.4% | +1.6% | +2.7% |
| 7D | +5.0% | +0.5% | +4.4% | +4.9% |
| 30D | +19.4% | +11.6% | +7.8% | +16.9% |
| 3M | +5.9% | +5.6% | +0.3% | +4.9% |
| 6M | +23.8% | +13.2% | +10.6% | +20.8% |
| YTD | +22.8% | +26.9% | -4.1% | +17.0% |
| 1Y | +34.3% | +27.3% | +6.9% | +27.8% |
| 3Y | +276.4% | +39.7% | +236.7% | +238.0% |
| 5Y | +281.6% | +41.3% | +240.3% | +217.6% |
| All | +281.6% | +41.6% | +239.9% | +217.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling