+1,115.8%
RSP vs CCL
+69.4%
+1,046.4%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.5% |
| 7D | -1.0% | +3.1% | -4.2% | -2.0% |
| 30D | +2.6% | +13.7% | -11.1% | -1.1% |
| 3M | -0.8% | +3.8% | -4.6% | -2.4% |
| 6M | +6.3% | +9.3% | -3.0% | +2.4% |
| YTD | +14.1% | -1.1% | +15.2% | +11.4% |
| 1Y | +18.0% | +14.6% | +3.5% | +10.1% |
| 3Y | +61.0% | +146.4% | -85.4% | +15.1% |
| 5Y | +45.6% | +21.9% | +23.7% | +15.0% |
| 10Y | +220.2% | -29.4% | +249.6% | +139.4% |
| All | +1,115.8% | +69.4% | +1,046.4% | +381.1% |
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 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