+2,463.6%
CLS vs RRX
+878.1%
+1,585.5%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -2.3% | -3.1% | -4.1% |
| 7D | +16.3% | +4.3% | +11.9% | +13.7% |
| 30D | -25.7% | +12.3% | -38.0% | -29.9% |
| 3M | -30.9% | +3.7% | -34.5% | -31.7% |
| 6M | -35.5% | -13.9% | -21.6% | -29.7% |
| YTD | -18.7% | +26.5% | -45.1% | -29.5% |
| 1Y | -17.9% | +29.3% | -47.2% | -29.6% |
| 3Y | +838.1% | +65.6% | +772.5% | +583.7% |
| 5Y | +1,971.9% | +10.6% | +1,961.3% | +1,698.0% |
| 10Y | +1,907.9% | +202.9% | +1,705.0% | +869.8% |
| All | +2,463.6% | +878.1% | +1,585.5% | +373.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling