+350.2%
RCL vs CRL
+241.6%
+108.6%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.7% | +2.4% | +0.9% |
| 7D | -0.5% | -0.6% | +0.1% | -0.3% |
| 30D | -17.3% | +5.0% | -22.3% | -19.3% |
| 3M | -2.8% | +50.6% | -53.3% | -19.6% |
| 6M | -4.4% | +60.9% | -65.3% | -24.1% |
| YTD | -4.2% | +40.7% | -44.9% | -19.9% |
| 1Y | -23.4% | +73.3% | -96.7% | -42.2% |
| 3Y | +179.4% | +40.6% | +138.8% | +113.2% |
| 5Y | +238.8% | -37.0% | +275.7% | +276.7% |
| 10Y | +350.2% | +244.3% | +105.9% | +97.3% |
| All | +350.2% | +241.6% | +108.6% | +97.3% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling