+1,751.5%
CLS vs RRC
+63.1%
+1,688.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +0.3% | +7.6% | +7.8% |
| 7D | -10.6% | -10.3% | -0.2% | -8.5% |
| 30D | -38.4% | +19.5% | -57.9% | -40.8% |
| 3M | -29.9% | +27.9% | -57.8% | -33.7% |
| 6M | -40.6% | +21.2% | -61.8% | -43.6% |
| YTD | -24.6% | +39.6% | -64.2% | -30.8% |
| 1Y | -30.8% | +31.3% | -62.1% | -35.8% |
| 3Y | +811.7% | +51.9% | +759.8% | +725.6% |
| 5Y | +1,838.4% | +110.2% | +1,728.3% | +1,505.0% |
| 10Y | +1,751.5% | +56.7% | +1,694.8% | +1,172.9% |
| All | +1,751.5% | +63.1% | +1,688.4% | +1,172.9% |
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