+213.4%
RSP vs CLS
+1,628.1%
-1,414.7%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.5% |
| 7D | -1.0% | -22.2% | +21.1% | +2.7% |
| 30D | +2.6% | -44.4% | +47.0% | +11.8% |
| 3M | -0.8% | -34.3% | +33.5% | +4.5% |
| 6M | +6.3% | -50.1% | +56.3% | +15.3% |
| YTD | +14.1% | -30.1% | +44.2% | +14.4% |
| 1Y | +18.0% | -39.3% | +57.4% | +20.2% |
| 3Y | +61.0% | +732.7% | -671.7% | -19.2% |
| 5Y | +45.6% | +1,777.2% | -1,731.6% | -43.9% |
| All | +213.4% | +1,628.1% | -1,414.7% | -1.2% |
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