+1,616.6%
CLS vs RVTY
+206.5%
+1,410.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.8% | -2.3% | -0.6% |
| 7D | -22.2% | -1.2% | -21.0% | -21.5% |
| 30D | -44.4% | +1.0% | -45.4% | -44.3% |
| 3M | -34.3% | +35.8% | -70.1% | -41.6% |
| 6M | -50.1% | +56.7% | -106.8% | -58.3% |
| YTD | -30.1% | +60.7% | -90.8% | -42.8% |
| 1Y | -39.3% | +73.7% | -113.0% | -51.8% |
| 3Y | +732.7% | +82.8% | +650.0% | +522.2% |
| 5Y | +1,777.2% | -7.0% | +1,784.2% | +1,692.7% |
| All | +1,616.6% | +206.5% | +1,410.1% | +726.2% |
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