+1,127.7%
RSP vs CCL
+34.0%
+1,093.8%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.5% |
| 7D | -0.8% | -5.0% | +4.3% | +0.6% |
| 30D | -0.3% | -20.3% | +20.0% | +5.9% |
| 3M | +4.3% | -15.1% | +19.4% | +8.4% |
| 6M | +8.8% | -15.1% | +23.9% | +12.0% |
| YTD | +15.3% | -21.8% | +37.0% | +20.6% |
| 1Y | +18.3% | -24.8% | +43.1% | +24.1% |
| 3Y | +52.8% | +51.9% | +0.9% | +25.2% |
| 5Y | +51.7% | +4.0% | +47.7% | +24.8% |
| 10Y | +208.5% | -42.2% | +250.7% | +142.9% |
| All | +1,127.7% | +34.0% | +1,093.8% | +420.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling