+3,154.0%
CLS vs RRX
+228.4%
+2,925.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +3.7% | +2.9% | +4.4% |
| 7D | +10.9% | -0.3% | +11.3% | +11.2% |
| 30D | +2.1% | -6.1% | +8.2% | +5.9% |
| 3M | -10.2% | -23.1% | +12.9% | +3.3% |
| 6M | +30.4% | -19.5% | +49.9% | +46.1% |
| YTD | +17.2% | +16.1% | +1.2% | +5.1% |
| 1Y | +41.0% | +12.9% | +28.1% | +27.7% |
| 3Y | +1,338.0% | +7.9% | +1,330.0% | +1,175.4% |
| 5Y | +3,860.6% | +19.1% | +3,841.5% | +3,089.8% |
| All | +3,154.0% | +228.4% | +2,925.6% | +1,509.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling