+274.2%
RCL vs CRL
+86.4%
+187.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +7.8% | -6.5% | -0.8% |
| 7D | +6.5% | -6.1% | +12.6% | +7.9% |
| 30D | +15.9% | +12.4% | +3.5% | +11.0% |
| 3M | +2.7% | +27.1% | -24.5% | -5.7% |
| 6M | +15.2% | +85.7% | -70.5% | -6.9% |
| YTD | +19.2% | +69.2% | -50.0% | -1.8% |
| 1Y | +31.6% | +97.5% | -65.9% | +3.3% |
| 3Y | +274.2% | +86.1% | +188.1% | +195.4% |
| All | +274.2% | +86.4% | +187.8% | +195.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling