+213.2%
RSP vs CL
+78.1%
+135.1%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | -0.1% |
| 7D | +0.7% | +2.6% | -1.8% | -0.2% |
| 30D | +3.7% | +11.8% | -8.1% | -0.8% |
| 3M | +0.7% | +5.9% | -5.2% | -1.7% |
| 6M | +9.0% | +13.3% | -4.3% | +3.2% |
| YTD | +16.7% | +27.1% | -10.4% | +4.8% |
| 1Y | +19.0% | +28.0% | -9.0% | +6.4% |
| 3Y | +64.7% | +39.4% | +25.3% | +38.1% |
| 5Y | +49.6% | +40.8% | +8.8% | +23.5% |
| 10Y | +213.2% | +84.9% | +128.3% | +129.4% |
| All | +213.2% | +78.1% | +135.1% | +129.4% |
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