+3,254.1%
CLS vs RSG
+2,015.2%
+1,238.8%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.1% | +1.9% | +1.2% |
| 7D | +4.6% | +0.3% | +4.3% | +4.5% |
| 30D | -13.9% | +7.6% | -21.5% | -16.3% |
| 3M | -26.6% | +7.4% | -34.0% | -29.3% |
| 6M | +15.4% | -3.3% | +18.7% | +14.6% |
| YTD | +5.7% | +6.0% | -0.3% | +1.1% |
| 1Y | +41.1% | -3.7% | +44.8% | +39.1% |
| 3Y | +1,228.6% | +59.1% | +1,169.5% | +959.9% |
| 5Y | +3,240.6% | +89.0% | +3,151.6% | +2,363.1% |
| 10Y | +2,760.3% | +412.5% | +2,347.8% | +1,364.9% |
| All | +3,254.1% | +2,015.2% | +1,238.8% | +994.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling