+1,761.1%
CLS vs RRC
+67.7%
+1,693.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.8% | -4.4% | -0.5% |
| 7D | -13.9% | -5.2% | -8.7% | -12.9% |
| 30D | -38.2% | +25.2% | -63.4% | -41.1% |
| 3M | -28.8% | +27.4% | -56.2% | -32.7% |
| 6M | -40.4% | +27.0% | -67.4% | -43.9% |
| YTD | -24.3% | +46.3% | -70.5% | -31.2% |
| 1Y | -35.0% | +37.1% | -72.1% | -40.2% |
| 3Y | +778.7% | +60.2% | +718.5% | +687.3% |
| 5Y | +1,884.8% | +136.6% | +1,748.2% | +1,509.6% |
| 10Y | +1,761.1% | +68.8% | +1,692.3% | +1,166.3% |
| All | +1,761.1% | +67.7% | +1,693.4% | +1,166.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 10y: compounded portfolio wealth divided by compounded RRC 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…
10y analysis · Full analysis span regression · 6 months rolling