+17.9%
RSP vs CLS
-24.5%
+42.4%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.6% | -5.4% | -1.1% |
| 7D | +1.8% | +23.5% | -21.8% | +0.8% |
| 30D | +3.5% | -28.9% | +32.4% | +4.8% |
| 3M | +0.2% | -25.2% | +25.4% | +1.1% |
| 6M | +9.1% | -32.1% | +41.2% | +10.1% |
| YTD | +16.6% | -14.1% | +30.7% | +15.1% |
| 1Y | +17.9% | -24.1% | +42.0% | +16.9% |
| All | +17.9% | -24.5% | +42.4% | +16.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling