+51.5%
RSP vs CLBK
+43.5%
+8.0%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.9% |
| 7D | -0.4% | +1.1% | -1.5% | -0.6% |
| 30D | -1.5% | +7.8% | -9.3% | -3.2% |
| 3M | +4.8% | +23.9% | -19.1% | -0.3% |
| 6M | +10.3% | +42.3% | -32.0% | +1.6% |
| YTD | +14.1% | +65.4% | -51.3% | +1.3% |
| 1Y | +17.0% | +70.3% | -53.3% | +3.0% |
| 3Y | +54.2% | +54.5% | -0.3% | +36.3% |
| 5Y | +51.5% | +43.1% | +8.4% | +29.3% |
| All | +51.5% | +43.5% | +8.0% | +29.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 CLBK 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