+45.4%
RSP vs CLS
+1,775.5%
-1,730.1%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.4% |
| 7D | -1.0% | -22.2% | +21.1% | +1.5% |
| 30D | +2.6% | -44.4% | +47.0% | +8.7% |
| 3M | -0.8% | -34.3% | +33.5% | +2.8% |
| 6M | +6.3% | -50.1% | +56.3% | +12.5% |
| YTD | +14.1% | -30.1% | +44.2% | +14.2% |
| 1Y | +18.0% | -39.3% | +57.4% | +19.5% |
| 3Y | +61.0% | +732.7% | -671.7% | -9.4% |
| All | +45.4% | +1,775.5% | -1,730.1% | -39.1% |
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