-29.6%
CLS vs RVTY
+74.0%
-103.6%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | -2.5% | -6.6% | -8.1% |
| 7D | -21.1% | -3.6% | -17.6% | -20.1% |
| 30D | -38.2% | +1.4% | -39.6% | -38.4% |
| 3M | -36.3% | +43.2% | -79.5% | -43.5% |
| 6M | -43.8% | +84.5% | -128.3% | -55.8% |
| YTD | -20.0% | +65.2% | -85.2% | -38.1% |
| 1Y | -29.6% | +74.3% | -103.9% | -46.2% |
| All | -29.6% | +74.0% | -103.6% | -46.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 1y: compounded portfolio wealth divided by compounded RVTY 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…
1y analysis · Full analysis span regression · 6 months rolling