+1,838.4%
CLS vs RKT
+2.8%
+1,835.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +0.9% | +7.0% | +7.7% |
| 7D | -10.6% | +10.3% | -20.9% | -12.7% |
| 30D | -38.4% | +32.3% | -70.8% | -42.7% |
| 3M | -29.9% | +10.7% | -40.6% | -32.1% |
| 6M | -40.6% | -3.2% | -37.5% | -41.2% |
| YTD | -24.6% | -21.5% | -3.1% | -22.5% |
| 1Y | -30.8% | -6.0% | -24.8% | -31.5% |
| 3Y | +811.7% | +104.2% | +707.5% | +561.3% |
| 5Y | +1,838.4% | +2.5% | +1,835.9% | +1,505.2% |
| All | +1,838.4% | +2.8% | +1,835.6% | +1,505.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling