+210.3%
RSP vs CLS
+2,031.1%
-1,820.8%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.6% | -5.4% | -1.6% |
| 7D | +1.8% | +23.5% | -21.8% | -1.7% |
| 30D | +3.5% | -28.9% | +32.4% | +8.4% |
| 3M | +0.2% | -25.2% | +25.4% | +3.4% |
| 6M | +9.1% | -32.1% | +41.2% | +12.5% |
| YTD | +16.6% | -14.1% | +30.7% | +12.9% |
| 1Y | +17.9% | -24.1% | +42.0% | +15.8% |
| 3Y | +64.6% | +897.0% | -832.4% | -19.6% |
| 5Y | +48.4% | +2,089.9% | -2,041.5% | -43.9% |
| All | +210.3% | +2,031.1% | -1,820.8% | -5.7% |
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