+2,953.7%
CLS vs RSG
+425.0%
+2,528.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.6% | -1.9% | -2.3% |
| 7D | +5.0% | -1.8% | +6.8% | +5.7% |
| 30D | +4.8% | +2.8% | +2.0% | +3.5% |
| 3M | -10.4% | +4.3% | -14.7% | -12.9% |
| 6M | +20.8% | -0.5% | +21.3% | +18.8% |
| YTD | +10.0% | +5.2% | +4.8% | +4.7% |
| 1Y | +28.5% | -2.1% | +30.7% | +26.1% |
| 3Y | +1,292.2% | +56.5% | +1,235.7% | +884.3% |
| 5Y | +3,616.8% | +89.5% | +3,527.3% | +2,129.5% |
| All | +2,953.7% | +425.0% | +2,528.7% | +1,117.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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