-29.6%
CLS vs RRX
+30.0%
-59.6%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | -3.6% | -5.4% | -6.6% |
| 7D | -21.1% | +7.6% | -28.8% | -25.1% |
| 30D | -38.2% | +7.5% | -45.7% | -40.9% |
| 3M | -36.3% | -21.0% | -15.3% | -27.3% |
| 6M | -43.8% | -18.1% | -25.7% | -37.6% |
| YTD | -20.0% | +24.3% | -44.3% | -31.0% |
| 1Y | -29.6% | +29.3% | -58.9% | -40.2% |
| All | -29.6% | +30.0% | -59.6% | -40.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 1y: compounded portfolio wealth divided by compounded RRX 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…
1y analysis · Full analysis span regression · 6 months rolling