+1,127.7%
RSP vs CL
+432.3%
+695.4%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | +0.3% |
| 7D | -0.8% | -2.2% | +1.4% | +0.3% |
| 30D | -0.3% | -4.8% | +4.5% | +2.1% |
| 3M | +4.3% | +4.9% | -0.6% | +1.3% |
| 6M | +8.8% | -5.7% | +14.5% | +11.2% |
| YTD | +15.3% | +14.4% | +0.9% | +6.2% |
| 1Y | +18.3% | +8.7% | +9.5% | +11.4% |
| 3Y | +52.8% | +30.0% | +22.8% | +27.7% |
| 5Y | +51.7% | +28.4% | +23.3% | +26.1% |
| 10Y | +208.5% | +50.1% | +158.4% | +127.3% |
| All | +1,127.7% | +432.3% | +695.4% | +368.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling