+3,668.5%
CLS vs RDW
+1.6%
+3,666.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.6% | -4.1% | -2.8% |
| 7D | +5.0% | +4.8% | +0.1% | +4.2% |
| 30D | +4.8% | -19.5% | +24.3% | +8.3% |
| 3M | -10.4% | -26.9% | +16.5% | -7.1% |
| 6M | +20.8% | +17.8% | +3.0% | +11.9% |
| YTD | +10.0% | +43.0% | -33.0% | -3.6% |
| 1Y | +28.5% | +32.1% | -3.5% | +11.7% |
| 3Y | +1,292.2% | +250.6% | +1,041.6% | +889.4% |
| 5Y | +3,616.8% | -6.6% | +3,623.4% | +2,698.1% |
| All | +3,668.5% | +1.6% | +3,666.9% | +2,666.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RDW.
Daily Out/Under-Performance
Portfolio return minus RDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RDW 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 all: compounded portfolio wealth divided by compounded RDW 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…
all analysis · Full analysis span regression · 6 months rolling