+234.8%
RCL vs CL
+28.4%
+206.4%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.3% | +0.2% |
| 7D | -5.1% | -2.2% | -2.9% | -4.7% |
| 30D | -19.0% | -4.8% | -14.2% | -18.2% |
| 3M | -9.6% | +4.9% | -14.5% | -10.5% |
| 6M | -6.7% | -5.7% | -1.0% | -6.1% |
| YTD | -3.9% | +14.4% | -18.3% | -6.7% |
| 1Y | -25.1% | +8.7% | -33.8% | -26.5% |
| 3Y | +179.1% | +30.0% | +149.1% | +152.9% |
| All | +234.8% | +28.4% | +206.4% | +194.7% |
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