+204.4%
RSP vs CCL
-41.5%
+245.9%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.3% | -0.8% |
| 7D | -0.4% | -0.1% | -0.3% | -0.4% |
| 30D | -1.5% | -20.0% | +18.4% | +2.8% |
| 3M | +4.8% | -13.7% | +18.5% | +7.5% |
| 6M | +10.3% | -9.0% | +19.3% | +11.2% |
| YTD | +14.1% | -22.8% | +36.9% | +18.3% |
| 1Y | +17.0% | -25.3% | +42.3% | +21.5% |
| 3Y | +54.2% | +54.1% | +0.1% | +34.2% |
| 5Y | +51.5% | +3.5% | +48.0% | +33.3% |
| 10Y | +204.4% | -41.0% | +245.4% | +174.1% |
| All | +204.4% | -41.5% | +245.9% | +174.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CCL.
Daily Out/Under-Performance
Portfolio return minus CCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCL 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 CCL 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