-26.8%
CLS vs RKT
-16.1%
-10.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | -0.1% | +8.6% | +8.5% |
| 7D | +2.8% | -3.8% | +6.6% | +3.7% |
| 30D | -30.1% | +32.8% | -62.9% | -36.2% |
| 3M | -21.7% | +0.8% | -22.6% | -22.0% |
| 6M | -36.2% | -2.6% | -33.6% | -36.4% |
| YTD | -17.8% | -25.4% | +7.6% | -14.8% |
| 1Y | -26.8% | -19.1% | -7.7% | -27.7% |
| All | -26.8% | -16.1% | -10.7% | -27.7% |
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 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