+41.1%
CLS vs RKT
-21.9%
+63.0%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.1% | +1.9% | +1.2% |
| 7D | +4.6% | +2.1% | +2.5% | +3.9% |
| 30D | -13.9% | +1.4% | -15.3% | -14.2% |
| 3M | -26.6% | +6.3% | -32.8% | -28.7% |
| 6M | +15.4% | -15.5% | +30.9% | +18.6% |
| YTD | +5.7% | -27.4% | +33.0% | +11.9% |
| 1Y | +41.1% | -26.6% | +67.7% | +53.1% |
| All | +41.1% | -21.9% | +63.0% | +53.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RKT.
Daily Out/Under-Performance
Portfolio return minus RKT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RKT 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 1y: compounded portfolio wealth divided by compounded RKT 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…
1y analysis · Full analysis span regression · 6 months rolling