+2,104.6%
CLS vs RRC
+728.2%
+1,376.4%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.9% | +3.4% | +1.1% |
| 7D | -22.2% | -10.8% | -11.3% | -20.3% |
| 30D | -44.4% | +22.3% | -66.7% | -46.8% |
| 3M | -34.3% | +26.6% | -60.9% | -37.7% |
| 6M | -50.1% | +18.9% | -69.0% | -52.3% |
| YTD | -30.1% | +39.2% | -69.3% | -35.6% |
| 1Y | -39.3% | +34.0% | -73.3% | -43.8% |
| 3Y | +732.7% | +42.0% | +690.7% | +665.3% |
| 5Y | +1,777.2% | +111.9% | +1,665.3% | +1,443.5% |
| 10Y | +1,645.6% | +62.8% | +1,582.8% | +1,167.7% |
| All | +2,104.6% | +728.2% | +1,376.4% | +1,708.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling