+3,231.7%
CLS vs RRC
+612.2%
+2,619.5%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.7% | +1.0% |
| 7D | +4.6% | +1.3% | +3.3% | +4.3% |
| 30D | -13.9% | +10.1% | -24.0% | -15.7% |
| 3M | -26.6% | +4.0% | -30.6% | -27.5% |
| 6M | +15.4% | +1.6% | +13.8% | +14.1% |
| YTD | +5.7% | +19.7% | -14.0% | +0.8% |
| 1Y | +41.1% | +21.4% | +19.7% | +33.8% |
| 3Y | +1,228.6% | +29.7% | +1,198.9% | +1,149.5% |
| 5Y | +3,240.6% | +153.9% | +3,086.8% | +2,566.5% |
| 10Y | +2,760.3% | +10.8% | +2,749.5% | +2,143.3% |
| All | +3,231.7% | +612.2% | +2,619.5% | +2,731.0% |
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