+2,104.6%
CLS vs RMD
+10,339.8%
-8,235.2%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.7% | +2.2% | +1.0% |
| 7D | -22.2% | +2.3% | -24.5% | -22.9% |
| 30D | -44.4% | +4.1% | -48.5% | -45.3% |
| 3M | -34.3% | +5.7% | -40.0% | -36.0% |
| 6M | -50.1% | +12.9% | -63.0% | -53.0% |
| YTD | -30.1% | -1.5% | -28.6% | -31.3% |
| 1Y | -39.3% | -4.8% | -34.6% | -39.8% |
| 3Y | +732.7% | +57.5% | +675.2% | +592.4% |
| 5Y | +1,777.2% | -5.5% | +1,782.7% | +1,681.1% |
| 10Y | +1,645.6% | +357.8% | +1,287.8% | +876.6% |
| All | +2,104.6% | +10,339.8% | -8,235.2% | +379.6% |
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