+175.6%
RCL vs CRL
+38.0%
+137.6%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.5% | +0.4% |
| 7D | -5.1% | -1.0% | -4.1% | -4.8% |
| 30D | -19.0% | +10.7% | -29.7% | -21.6% |
| 3M | -9.6% | +55.3% | -64.9% | -21.7% |
| 6M | -6.7% | +60.7% | -67.3% | -20.6% |
| YTD | -3.9% | +44.6% | -48.5% | -16.0% |
| 1Y | -25.1% | +77.7% | -102.8% | -38.7% |
| All | +175.6% | +38.0% | +137.6% | +124.9% |
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