-26.8%
CLS vs RVTY
+70.8%
-97.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -30.1% |
| 3M | -21.7% | +36.8% | -58.5% | -29.2% |
| 6M | -36.2% | +60.1% | -96.3% | -46.0% |
| YTD | -17.8% | +64.0% | -81.8% | -36.2% |
| 1Y | -26.8% | +68.2% | -95.0% | -41.7% |
| All | -26.8% | +70.8% | -97.6% | -41.7% |
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