+292.2%
RCL vs CLF
-42.8%
+335.0%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.2% | +3.6% | +1.2% |
| 7D | -1.2% | +10.4% | -11.6% | -3.6% |
| 30D | +17.8% | +0.6% | +17.3% | +16.4% |
| 3M | +4.9% | +4.1% | +0.8% | +2.0% |
| 6M | +23.7% | +15.1% | +8.6% | +15.6% |
| YTD | +17.8% | -4.7% | +22.6% | +13.3% |
| 1Y | +28.9% | +20.4% | +8.6% | +16.1% |
| 3Y | +241.9% | -23.4% | +265.3% | +215.5% |
| All | +292.2% | -42.8% | +335.0% | +282.1% |
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 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