+53.0%
RSP vs CLS
+3,233.5%
-3,180.5%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.3% | -0.6% |
| 7D | -0.8% | +4.6% | -5.3% | -1.4% |
| 30D | -0.3% | -13.9% | +13.6% | +1.0% |
| 3M | +4.3% | -26.6% | +30.8% | +7.1% |
| 6M | +8.8% | +15.4% | -6.6% | +4.5% |
| YTD | +15.3% | +5.7% | +9.6% | +11.2% |
| 1Y | +18.3% | +41.1% | -22.8% | +7.8% |
| 3Y | +52.8% | +1,228.6% | -1,175.8% | -17.1% |
| All | +53.0% | +3,233.5% | -3,180.5% | -36.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling