+4,549.4%
RCL vs CL
+2,355.8%
+2,193.5%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.3% | +0.5% |
| 7D | -5.1% | -2.2% | -2.9% | -4.2% |
| 30D | -19.0% | -4.8% | -14.2% | -17.4% |
| 3M | -9.6% | +4.9% | -14.5% | -11.6% |
| 6M | -6.7% | -5.7% | -1.0% | -4.8% |
| YTD | -3.9% | +14.4% | -18.3% | -9.8% |
| 1Y | -25.1% | +8.7% | -33.8% | -28.3% |
| 3Y | +179.1% | +30.0% | +149.1% | +142.6% |
| 5Y | +243.3% | +28.4% | +215.0% | +196.7% |
| 10Y | +325.8% | +50.1% | +275.7% | +238.9% |
| All | +4,549.4% | +2,355.8% | +2,193.5% | +1,863.2% |
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