+1,914.6%
CLS vs RMD
+347.3%
+1,567.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.3% | -5.7% | -5.5% |
| 7D | +16.3% | +2.1% | +14.2% | +15.7% |
| 30D | -25.7% | +2.1% | -27.7% | -26.3% |
| 3M | -30.9% | +6.2% | -37.1% | -32.4% |
| 6M | -35.5% | +19.4% | -54.9% | -39.6% |
| YTD | -18.7% | +0.5% | -19.2% | -19.8% |
| 1Y | -17.9% | -3.9% | -14.0% | -18.0% |
| 3Y | +838.1% | +72.5% | +765.6% | +673.2% |
| 5Y | +1,971.9% | -1.5% | +1,973.4% | +1,864.3% |
| All | +1,914.6% | +347.3% | +1,567.2% | +1,412.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RMD.
Daily Out/Under-Performance
Portfolio return minus RMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMD 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 RMD 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