+1,120.4%
RSP vs CL
+495.2%
+625.2%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.1% | -2.8% | -2.9% |
| 7D | -1.4% | +5.9% | -7.4% | -4.3% |
| 30D | +2.1% | +13.8% | -11.6% | -4.4% |
| 3M | -0.9% | +6.4% | -7.3% | -4.2% |
| 6M | +7.5% | +15.6% | -8.1% | -0.9% |
| YTD | +14.6% | +27.9% | -13.3% | -0.4% |
| 1Y | +17.6% | +31.4% | -13.8% | +0.7% |
| 3Y | +60.8% | +41.4% | +19.4% | +28.9% |
| 5Y | +46.1% | +42.8% | +3.4% | +15.0% |
| 10Y | +221.4% | +79.7% | +141.7% | +114.7% |
| All | +1,120.4% | +495.2% | +625.2% | +339.1% |
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