-24.1%
CLS vs RMD
-4.0%
-20.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.4% | +4.1% | +4.7% |
| 7D | +23.5% | +0.1% | +23.4% | +23.5% |
| 30D | -28.9% | +1.9% | -30.9% | -28.1% |
| 3M | -25.2% | +6.3% | -31.5% | -23.5% |
| 6M | -32.1% | +18.2% | -50.3% | -28.6% |
| YTD | -14.1% | +0.3% | -14.3% | +2.9% |
| 1Y | -24.1% | -4.3% | -19.8% | -8.3% |
| All | -24.1% | -4.0% | -20.1% | -8.3% |
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