+331.9%
RCL vs CLF
+74.2%
+257.7%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.2% | +3.6% | +1.4% |
| 7D | -1.2% | +10.4% | -11.6% | -4.2% |
| 30D | +17.8% | +0.6% | +17.3% | +16.0% |
| 3M | +4.9% | +4.1% | +0.8% | +1.2% |
| 6M | +23.7% | +15.1% | +8.6% | +13.4% |
| YTD | +17.8% | -4.7% | +22.6% | +11.8% |
| 1Y | +28.9% | +20.4% | +8.6% | +13.1% |
| 3Y | +241.9% | -23.4% | +265.3% | +207.2% |
| 5Y | +295.4% | -43.3% | +338.7% | +272.8% |
| All | +331.9% | +74.2% | +257.7% | +117.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CLF.
Daily Out/Under-Performance
Portfolio return minus CLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLF 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 CLF 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