+838.1%
CLS vs RRC
+60.0%
+778.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.7% | -6.1% | -5.6% |
| 7D | +16.3% | +6.4% | +9.9% | +13.7% |
| 30D | -25.7% | +23.9% | -49.5% | -31.6% |
| 3M | -30.9% | +30.2% | -61.0% | -38.0% |
| 6M | -35.5% | +26.3% | -61.7% | -41.9% |
| YTD | -18.7% | +48.1% | -66.8% | -34.6% |
| 1Y | -17.9% | +37.7% | -55.6% | -31.2% |
| 3Y | +838.1% | +60.3% | +777.8% | +655.9% |
| All | +838.1% | +60.0% | +778.1% | +655.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling