+36.7%
CLS vs RMD
-20.7%
+57.4%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.6% | +1.0% |
| 7D | +20.1% | -4.7% | +24.8% | +19.3% |
| 30D | +6.0% | +0.2% | +5.8% | +6.1% |
| 3M | -10.3% | +12.0% | -22.3% | -8.8% |
| 6M | +24.5% | -12.5% | +37.0% | +38.1% |
| YTD | +12.9% | -7.9% | +20.8% | +29.2% |
| 1Y | +36.7% | -20.4% | +57.1% | +53.9% |
| All | +36.7% | -20.7% | +57.4% | +53.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling