+838.1%
CLS vs RSG
+66.5%
+771.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | 0.0% | -5.4% | -5.4% |
| 7D | +16.3% | +2.5% | +13.8% | +18.2% |
| 30D | -25.7% | +12.7% | -38.4% | -18.8% |
| 3M | -30.9% | +17.9% | -48.8% | -22.3% |
| 6M | -35.5% | +25.0% | -60.5% | -25.3% |
| YTD | -18.7% | +20.8% | -39.5% | -6.3% |
| 1Y | -17.9% | +24.3% | -42.2% | -5.4% |
| 3Y | +838.1% | +65.3% | +772.8% | +943.4% |
| All | +838.1% | +66.5% | +771.6% | +943.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling