+3,636.2%
CLS vs RKT
-7.0%
+3,643.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.1% | +1.9% | +1.0% |
| 7D | +4.6% | +2.1% | +2.5% | +4.2% |
| 30D | -13.9% | +1.4% | -15.3% | -14.1% |
| 3M | -26.6% | +6.3% | -32.8% | -27.5% |
| 6M | +15.4% | -15.5% | +30.9% | +17.5% |
| YTD | +5.7% | -27.4% | +33.0% | +9.5% |
| 1Y | +41.1% | -26.6% | +67.7% | +45.6% |
| 3Y | +1,228.6% | +41.2% | +1,187.4% | +1,106.1% |
| 5Y | +3,240.6% | -6.4% | +3,247.1% | +2,895.2% |
| All | +3,636.2% | -7.0% | +3,643.3% | +3,126.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling