+175.6%
RCL vs CLF
-18.8%
+194.4%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.8% | -1.9% | -0.5% |
| 7D | -5.1% | +7.6% | -12.7% | -6.4% |
| 30D | -19.0% | -1.2% | -17.8% | -19.0% |
| 3M | -9.6% | -13.4% | +3.8% | -7.7% |
| 6M | -6.7% | +15.4% | -22.1% | -10.4% |
| YTD | -3.9% | -5.9% | +2.0% | -5.2% |
| 1Y | -25.1% | +18.8% | -43.9% | -31.6% |
| All | +175.6% | -18.8% | +194.4% | +142.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling