+1,929.4%
CLS vs RVTY
+219.6%
+1,709.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | -0.5% | +9.0% | +8.7% |
| 7D | +2.8% | -0.7% | +3.5% | +3.3% |
| 30D | -30.1% | +1.7% | -31.8% | -30.2% |
| 3M | -21.7% | +36.8% | -58.5% | -30.6% |
| 6M | -36.2% | +60.1% | -96.3% | -47.2% |
| YTD | -17.8% | +64.0% | -81.8% | -33.2% |
| 1Y | -26.8% | +68.2% | -95.0% | -41.1% |
| 3Y | +853.4% | +88.8% | +764.6% | +603.5% |
| 5Y | +2,005.0% | -10.5% | +2,015.6% | +1,948.0% |
| 10Y | +1,929.4% | +219.7% | +1,709.7% | +869.2% |
| All | +1,929.4% | +219.6% | +1,709.8% | +869.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling