+732.7%
CLS vs RRC
+36.3%
+696.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.9% | +3.4% | +1.5% |
| 7D | -22.2% | -10.8% | -11.3% | -18.8% |
| 30D | -44.4% | +22.3% | -66.7% | -48.6% |
| 3M | -34.3% | +26.6% | -60.9% | -40.7% |
| 6M | -50.1% | +18.9% | -69.0% | -54.0% |
| YTD | -30.1% | +39.2% | -69.3% | -42.4% |
| 1Y | -39.3% | +34.0% | -73.3% | -49.1% |
| 3Y | +732.7% | +42.0% | +690.7% | +581.7% |
| All | +732.7% | +36.3% | +696.4% | +581.7% |
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