+3,231.7%
CLS vs RVTY
+1,041.7%
+2,190.0%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +0.9% |
| 7D | +4.6% | +1.1% | +3.5% | +3.9% |
| 30D | -13.9% | +13.2% | -27.1% | -18.6% |
| 3M | -26.6% | +27.2% | -53.8% | -34.4% |
| 6M | +15.4% | +32.4% | -17.0% | +0.7% |
| YTD | +5.7% | +34.9% | -29.2% | -9.3% |
| 1Y | +41.1% | +52.4% | -11.3% | +14.4% |
| 3Y | +1,228.6% | +12.3% | +1,216.3% | +1,077.0% |
| 5Y | +3,240.6% | -30.8% | +3,271.5% | +3,478.4% |
| 10Y | +2,760.3% | +150.7% | +2,609.7% | +1,505.9% |
| All | +3,231.7% | +1,041.7% | +2,190.0% | +908.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling