+4,013.4%
CLS vs RGTI
+53.9%
+3,959.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.6% | +4.7% | +1.5% |
| 7D | +20.1% | +2.5% | +17.6% | +19.8% |
| 30D | +6.0% | -13.7% | +19.7% | +7.7% |
| 3M | -10.3% | -22.6% | +12.3% | -8.0% |
| 6M | +24.5% | -13.4% | +37.9% | +25.3% |
| YTD | +12.9% | -31.2% | +44.0% | +15.5% |
| 1Y | +36.7% | -7.6% | +44.3% | +34.5% |
| 3Y | +1,328.1% | +669.7% | +658.4% | +901.7% |
| 5Y | +3,682.3% | +57.0% | +3,625.3% | +2,606.0% |
| All | +4,013.4% | +53.9% | +3,959.5% | +2,850.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RGTI.
Daily Out/Under-Performance
Portfolio return minus RGTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGTI 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 RGTI 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