+2,805.7%
CLS vs RKT
-4.5%
+2,810.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | -0.1% | +8.6% | +8.5% |
| 7D | +2.8% | -3.8% | +6.6% | +3.3% |
| 30D | -30.1% | +32.8% | -62.9% | -33.4% |
| 3M | -21.7% | +0.8% | -22.6% | -22.3% |
| 6M | -36.2% | -2.6% | -33.6% | -36.7% |
| YTD | -17.8% | -25.4% | +7.6% | -15.7% |
| 1Y | -26.8% | -19.1% | -7.7% | -25.7% |
| 3Y | +853.4% | +83.2% | +770.2% | +732.7% |
| 5Y | +2,005.0% | +0.8% | +2,004.2% | +1,765.2% |
| All | +2,805.7% | -4.5% | +2,810.3% | +2,383.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling