+32.0%
RCL vs CRL
+85.3%
-53.3%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -7.3% | +13.6% | +8.1% |
| 7D | +11.7% | -12.8% | +24.4% | +15.3% |
| 30D | +21.1% | +5.0% | +16.1% | +18.2% |
| 3M | +2.9% | +39.4% | -36.5% | -9.0% |
| 6M | +29.8% | +89.4% | -59.5% | +1.7% |
| YTD | +21.4% | +63.6% | -42.2% | -2.0% |
| 1Y | +32.0% | +83.5% | -51.4% | +2.1% |
| All | +32.0% | +85.3% | -53.3% | +2.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 1y: compounded portfolio wealth divided by compounded CRL 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…
1y analysis · Full analysis span regression · 6 months rolling