+61.6%
RSP vs CL
+41.3%
+20.3%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.1% | -2.8% | -2.9% |
| 7D | -1.4% | +5.9% | -7.4% | -2.3% |
| 30D | +2.1% | +13.8% | -11.6% | +0.1% |
| 3M | -0.9% | +6.4% | -7.3% | -1.9% |
| 6M | +7.5% | +15.6% | -8.1% | +5.0% |
| YTD | +14.6% | +27.9% | -13.3% | +9.8% |
| 1Y | +17.6% | +31.4% | -13.8% | +12.1% |
| All | +61.6% | +41.3% | +20.3% | +50.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling