-50.1%
CLS vs RMD
+14.3%
-64.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.7% | +2.2% | -0.5% |
| 7D | -22.2% | +2.3% | -24.5% | -20.6% |
| 30D | -44.4% | +4.1% | -48.5% | -41.6% |
| 3M | -34.3% | +5.7% | -40.0% | -29.7% |
| 6M | -50.1% | +12.9% | -63.0% | -43.0% |
| All | -50.1% | +14.3% | -64.3% | -43.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling