+1,763.7%
CLS vs RRC
+110.6%
+1,653.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.9% | +3.4% | +1.4% |
| 7D | -22.2% | -10.8% | -11.3% | -19.4% |
| 30D | -44.4% | +22.3% | -66.7% | -47.9% |
| 3M | -34.3% | +26.6% | -60.9% | -39.4% |
| 6M | -50.1% | +18.9% | -69.0% | -53.4% |
| YTD | -30.1% | +39.2% | -69.3% | -38.9% |
| 1Y | -39.3% | +34.0% | -73.3% | -46.4% |
| 3Y | +732.7% | +42.0% | +690.7% | +624.0% |
| All | +1,763.7% | +110.6% | +1,653.0% | +1,372.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling