+360.5%
RCL vs CLF
+83.8%
+276.7%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.2% | -3.6% | -2.0% |
| 7D | +0.6% | +2.3% | -1.7% | -0.4% |
| 30D | +19.4% | +1.9% | +17.5% | +17.1% |
| 3M | +9.8% | +5.9% | +3.9% | +5.3% |
| 6M | +28.6% | +16.9% | +11.7% | +17.4% |
| YTD | +22.2% | -1.1% | +23.2% | +14.6% |
| 1Y | +29.7% | +28.8% | +0.9% | +11.3% |
| 3Y | +265.3% | -20.6% | +285.9% | +224.8% |
| 5Y | +301.8% | -41.5% | +343.3% | +275.5% |
| 10Y | +360.5% | +87.5% | +273.0% | +128.6% |
| All | +360.5% | +83.8% | +276.7% | +128.6% |
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