+1,249.5%
CLS vs RRX
+1.6%
+1,247.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.9% | -0.6% | -1.4% |
| 7D | +5.0% | -3.7% | +8.7% | +7.3% |
| 30D | +4.8% | -9.3% | +14.1% | +10.7% |
| 3M | -10.4% | -21.8% | +11.4% | +1.9% |
| 6M | +20.8% | -22.0% | +42.8% | +37.4% |
| YTD | +10.0% | +11.9% | -1.9% | +1.6% |
| 1Y | +28.5% | +11.6% | +16.9% | +18.1% |
| All | +1,249.5% | +1.6% | +1,247.8% | +1,169.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling