+732.7%
CLS vs RVTY
+78.0%
+654.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.8% | -2.3% | -0.5% |
| 7D | -22.2% | -1.2% | -21.0% | -21.6% |
| 30D | -44.4% | +1.0% | -45.4% | -44.3% |
| 3M | -34.3% | +35.8% | -70.1% | -40.3% |
| 6M | -50.1% | +56.7% | -106.8% | -57.0% |
| YTD | -30.1% | +60.7% | -90.8% | -41.1% |
| 1Y | -39.3% | +73.7% | -113.0% | -50.0% |
| 3Y | +732.7% | +82.8% | +650.0% | +559.9% |
| All | +732.7% | +78.0% | +654.8% | +559.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling