+48.4%
RSP vs CLS
+1,955.9%
-1,907.5%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.4% | +5.6% | +0.8% |
| 7D | +2.4% | +16.3% | -13.9% | +0.6% |
| 30D | +4.3% | -25.7% | +29.9% | +7.1% |
| 3M | -0.3% | -30.9% | +30.5% | +2.7% |
| 6M | +9.8% | -35.5% | +45.3% | +12.8% |
| YTD | +16.8% | -18.7% | +35.5% | +14.9% |
| 1Y | +19.5% | -17.9% | +37.4% | +16.7% |
| 3Y | +65.1% | +838.1% | -772.9% | -8.0% |
| All | +48.4% | +1,955.9% | -1,907.5% | -38.1% |
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