+2,683.9%
CLS vs RNG
+327.7%
+2,356.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.9% | +4.7% | +1.4% |
| 7D | +4.6% | +5.8% | -1.2% | +3.7% |
| 30D | -13.9% | +19.6% | -33.5% | -16.3% |
| 3M | -26.6% | +67.0% | -93.6% | -32.9% |
| 6M | +15.4% | +88.4% | -73.0% | +2.6% |
| YTD | +5.7% | +155.5% | -149.8% | -12.2% |
| 1Y | +41.1% | +141.7% | -100.6% | +18.0% |
| 3Y | +1,228.6% | +131.1% | +1,097.5% | +985.6% |
| 5Y | +3,240.6% | -70.6% | +3,311.2% | +3,317.5% |
| 10Y | +2,760.3% | +228.2% | +2,532.1% | +1,726.4% |
| All | +2,683.9% | +327.7% | +2,356.1% | +1,561.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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