-40.0%
CLS vs RVTY
+70.4%
-110.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -44.1% |
| 3M | -34.3% | +35.8% | -70.1% | -40.2% |
| 6M | -50.1% | +56.7% | -106.8% | -57.2% |
| YTD | -30.1% | +60.7% | -90.8% | -44.8% |
| All | -40.0% | +70.4% | -110.4% | -51.3% |
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