+234.8%
RCL vs CLF
-47.7%
+282.5%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.8% | -1.9% | -0.6% |
| 7D | -5.1% | +7.6% | -12.7% | -6.9% |
| 30D | -19.0% | -1.2% | -17.8% | -19.0% |
| 3M | -9.6% | -13.4% | +3.8% | -7.3% |
| 6M | -6.7% | +15.4% | -22.1% | -11.8% |
| YTD | -3.9% | -5.9% | +2.0% | -5.8% |
| 1Y | -25.1% | +18.8% | -43.9% | -33.5% |
| 3Y | +179.1% | -19.4% | +198.5% | +155.9% |
| All | +234.8% | -47.7% | +282.5% | +233.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling