+292.2%
RCL vs CRL
-12.1%
+304.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.7% |
| 7D | -1.2% | +0.1% | -1.3% | -1.2% |
| 30D | +17.8% | +11.9% | +5.9% | +12.1% |
| 3M | +4.9% | +20.2% | -15.2% | -3.1% |
| 6M | +23.7% | +107.5% | -83.8% | -7.7% |
| YTD | +17.8% | +69.4% | -51.6% | -6.3% |
| 1Y | +28.9% | +99.7% | -70.8% | -3.6% |
| 3Y | +241.9% | +98.8% | +143.1% | +136.0% |
| All | +292.2% | -12.1% | +304.3% | +234.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling