+45.4%
RSP vs CL
+39.7%
+5.7%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.8% | +0.2% |
| 7D | -1.0% | +1.3% | -2.4% | -1.4% |
| 30D | +2.6% | +11.4% | -8.8% | -0.3% |
| 3M | -0.8% | +4.4% | -5.2% | -2.0% |
| 6M | +6.3% | +10.8% | -4.5% | +3.2% |
| YTD | +14.1% | +25.1% | -11.0% | +6.6% |
| 1Y | +18.0% | +28.0% | -9.9% | +9.4% |
| 3Y | +61.0% | +37.6% | +23.4% | +40.9% |
| All | +45.4% | +39.7% | +5.7% | +24.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling