+2,944.0%
CLS vs RVTY
+140.1%
+2,803.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -2.4% | +8.1% | +6.6% |
| 7D | +12.8% | +0.4% | +12.4% | +12.4% |
| 30D | +3.8% | +10.8% | -7.0% | -0.4% |
| 3M | -14.6% | +26.8% | -41.4% | -22.6% |
| 6M | +32.2% | +39.3% | -7.1% | +15.0% |
| YTD | +11.6% | +31.6% | -20.0% | -1.4% |
| 1Y | +35.1% | +47.7% | -12.6% | +13.8% |
| 3Y | +1,312.5% | +19.9% | +1,292.6% | +1,138.9% |
| 5Y | +3,542.1% | -32.3% | +3,574.4% | +3,845.9% |
| 10Y | +2,944.0% | +138.4% | +2,805.6% | +1,648.5% |
| All | +2,944.0% | +140.1% | +2,803.9% | +1,648.5% |
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