+5,591.8%
RCL vs CL
+2,645.9%
+2,945.9%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.1% | -3.1% | -3.1% |
| 7D | +3.9% | +5.9% | -2.0% | +1.6% |
| 30D | +11.8% | +13.8% | -2.0% | +6.0% |
| 3M | -0.8% | +6.4% | -7.3% | -3.5% |
| 6M | +23.6% | +15.6% | +8.0% | +15.9% |
| YTD | +17.6% | +27.9% | -10.3% | +5.3% |
| 1Y | +28.3% | +31.4% | -3.1% | +13.6% |
| 3Y | +261.4% | +41.4% | +220.1% | +203.8% |
| 5Y | +245.3% | +42.8% | +202.5% | +185.6% |
| 10Y | +381.8% | +79.7% | +302.1% | +255.2% |
| All | +5,591.8% | +2,645.9% | +2,945.9% | +2,193.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling