+2,944.0%
CLS vs RRC
+7.9%
+2,936.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -0.3% | +5.9% | +5.7% |
| 7D | +12.8% | -1.2% | +14.0% | +13.0% |
| 30D | +3.8% | +9.4% | -5.6% | +1.8% |
| 3M | -14.6% | +7.4% | -22.0% | -16.4% |
| 6M | +32.2% | +1.5% | +30.8% | +30.7% |
| YTD | +11.6% | +19.4% | -7.8% | +6.3% |
| 1Y | +35.1% | +24.2% | +10.8% | +27.2% |
| 3Y | +1,312.5% | +32.8% | +1,279.8% | +1,221.8% |
| 5Y | +3,542.1% | +152.9% | +3,389.1% | +2,863.8% |
| 10Y | +2,944.0% | +3.9% | +2,940.2% | +2,054.4% |
| All | +2,944.0% | +7.9% | +2,936.1% | +2,054.4% |
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