+211.0%
RSP vs CL
+88.0%
+122.9%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.8% | -1.6% | -0.5% |
| 7D | +2.4% | +3.2% | -0.9% | +1.1% |
| 30D | +4.3% | +8.0% | -3.8% | +1.1% |
| 3M | -0.3% | +7.9% | -8.2% | -3.4% |
| 6M | +9.8% | +14.7% | -4.9% | +3.5% |
| YTD | +16.8% | +29.2% | -12.3% | +4.2% |
| 1Y | +19.5% | +29.5% | -10.0% | +6.4% |
| 3Y | +65.1% | +40.7% | +24.5% | +38.1% |
| 5Y | +48.7% | +43.9% | +4.8% | +21.6% |
| All | +211.0% | +88.0% | +122.9% | +125.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL 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 CL 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