+3,682.3%
CLS vs RRX
+16.5%
+3,665.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.5% | +3.6% | +2.5% |
| 7D | +20.1% | -0.7% | +20.8% | +20.6% |
| 30D | +6.0% | -8.0% | +14.0% | +11.0% |
| 3M | -10.3% | -25.1% | +14.8% | +4.3% |
| 6M | +24.5% | -18.3% | +42.8% | +37.9% |
| YTD | +12.9% | +14.2% | -1.3% | +2.9% |
| 1Y | +36.7% | +13.0% | +23.6% | +24.5% |
| 3Y | +1,328.1% | +4.2% | +1,323.9% | +1,209.7% |
| 5Y | +3,682.3% | +17.9% | +3,664.4% | +3,194.1% |
| All | +3,682.3% | +16.5% | +3,665.8% | +3,194.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling