+732.7%
CLS vs RMD
+57.4%
+675.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.7% | +2.2% | +0.7% |
| 7D | -22.2% | +2.3% | -24.5% | -22.5% |
| 30D | -44.4% | +4.1% | -48.5% | -44.8% |
| 3M | -34.3% | +5.7% | -40.0% | -35.1% |
| 6M | -50.1% | +12.9% | -63.0% | -51.5% |
| YTD | -30.1% | -1.5% | -28.6% | -28.9% |
| 1Y | -39.3% | -4.8% | -34.6% | -37.8% |
| 3Y | +732.7% | +57.5% | +675.2% | +634.2% |
| All | +732.7% | +57.4% | +675.3% | +634.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling