+2,277.8%
CLS vs RMD
+10,359.3%
-8,081.5%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +0.2% | +7.7% | +7.8% |
| 7D | -10.6% | +1.2% | -11.8% | -11.1% |
| 30D | -38.4% | +2.5% | -40.9% | -39.2% |
| 3M | -29.9% | +11.5% | -41.4% | -32.8% |
| 6M | -40.6% | +14.7% | -55.3% | -44.4% |
| YTD | -24.6% | -1.3% | -23.3% | -25.9% |
| 1Y | -30.8% | -5.3% | -25.5% | -31.2% |
| 3Y | +811.7% | +68.8% | +743.0% | +642.5% |
| 5Y | +1,838.4% | -5.9% | +1,844.3% | +1,741.7% |
| 10Y | +1,751.5% | +348.7% | +1,402.8% | +942.4% |
| All | +2,277.8% | +10,359.3% | -8,081.5% | +417.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling