-26.9%
CLS vs RKT
+21.1%
-48.0%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1mo.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -5.1% | +9.6% | +2.0% |
| 7D | +23.5% | -7.5% | +31.0% | +19.2% |
| 30D | -28.9% | +26.6% | -55.5% | -20.6% |
| All | -26.9% | +21.1% | -48.0% | -18.5% |
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 1mo: 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…
1mo analysis · Full analysis span regression · Available span rolling