+4,549.4%
RCL vs CLF
+458.8%
+4,090.5%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.8% | -1.9% | -0.6% |
| 7D | -5.1% | +7.6% | -12.7% | -7.0% |
| 30D | -19.0% | -1.2% | -17.8% | -19.0% |
| 3M | -9.6% | -13.4% | +3.8% | -7.4% |
| 6M | -6.7% | +15.4% | -22.1% | -12.1% |
| YTD | -3.9% | -5.9% | +2.0% | -6.0% |
| 1Y | -25.1% | +18.8% | -43.9% | -33.0% |
| 3Y | +179.1% | -19.4% | +198.5% | +157.7% |
| 5Y | +243.3% | -47.7% | +291.0% | +240.4% |
| 10Y | +325.8% | +130.4% | +195.4% | +148.9% |
| All | +4,549.4% | +458.8% | +4,090.5% | +1,359.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling