+2,480.8%
CLS vs RSG
+2,310.6%
+170.2%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | 0.0% | -5.4% | -5.4% |
| 7D | +16.3% | +2.5% | +13.8% | +15.3% |
| 30D | -25.7% | +12.7% | -38.4% | -29.3% |
| 3M | -30.9% | +17.9% | -48.8% | -35.6% |
| 6M | -35.5% | +25.0% | -60.5% | -42.0% |
| YTD | -18.7% | +20.8% | -39.5% | -26.5% |
| 1Y | -17.9% | +24.3% | -42.2% | -26.8% |
| 3Y | +838.1% | +65.3% | +772.8% | +633.8% |
| 5Y | +1,971.9% | +99.1% | +1,872.8% | +1,390.6% |
| 10Y | +1,907.9% | +452.4% | +1,455.5% | +891.6% |
| All | +2,480.8% | +2,310.6% | +170.2% | +695.3% |
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