+215.6%
RSP vs CLS
+1,765.4%
-1,549.9%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +7.9% | -5.6% | +1.0% |
| 7D | +0.4% | -10.6% | +11.0% | +2.0% |
| 30D | +3.7% | -38.4% | +42.2% | +11.2% |
| 3M | +0.8% | -29.9% | +30.6% | +5.0% |
| 6M | +9.1% | -40.6% | +49.7% | +15.0% |
| YTD | +16.7% | -24.6% | +41.3% | +15.5% |
| 1Y | +19.7% | -30.8% | +50.5% | +19.1% |
| 3Y | +66.7% | +811.7% | -745.0% | -17.7% |
| 5Y | +48.7% | +1,838.4% | -1,789.7% | -42.7% |
| 10Y | +215.6% | +1,751.5% | -1,535.9% | -1.8% |
| All | +215.6% | +1,765.4% | -1,549.9% | -1.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CLS.
Daily Out/Under-Performance
Portfolio return minus CLS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLS 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 10y: compounded portfolio wealth divided by compounded CLS 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…
10y analysis · Full analysis span regression · 6 months rolling