+274.2%
RCL vs CLF
-33.4%
+307.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.7% | -0.3% | +1.1% |
| 7D | +6.5% | -19.6% | +26.1% | +10.1% |
| 30D | +15.9% | -5.0% | +20.9% | +16.0% |
| 3M | +2.7% | -6.3% | +9.0% | +2.5% |
| 6M | +15.2% | +2.8% | +12.5% | +12.3% |
| YTD | +19.2% | -13.7% | +32.9% | +18.1% |
| 1Y | +31.6% | +13.6% | +18.0% | +23.8% |
| 3Y | +274.2% | -34.0% | +308.2% | +252.2% |
| All | +274.2% | -33.4% | +307.6% | +252.2% |
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