+207.1%
RSP vs CL
+50.0%
+157.1%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | +0.1% |
| 7D | -0.8% | -2.2% | +1.4% | +0.1% |
| 30D | -0.3% | -4.8% | +4.5% | +1.6% |
| 3M | +4.3% | +4.9% | -0.6% | +1.9% |
| 6M | +8.8% | -5.7% | +14.5% | +10.8% |
| YTD | +15.3% | +14.4% | +0.9% | +8.0% |
| 1Y | +18.3% | +8.7% | +9.5% | +12.9% |
| 3Y | +52.8% | +30.0% | +22.8% | +31.4% |
| 5Y | +51.7% | +28.4% | +23.3% | +29.9% |
| All | +207.1% | +50.0% | +157.1% | +143.3% |
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