+1,142.0%
RSP vs CLS
+2,097.5%
-955.5%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.6% | -5.4% | -1.8% |
| 7D | +1.8% | +23.5% | -21.8% | -2.6% |
| 30D | +3.5% | -28.9% | +32.4% | +9.6% |
| 3M | +0.2% | -25.2% | +25.4% | +4.2% |
| 6M | +9.1% | -32.1% | +41.2% | +13.2% |
| YTD | +16.6% | -14.1% | +30.7% | +12.3% |
| 1Y | +17.9% | -24.1% | +42.0% | +15.3% |
| 3Y | +64.6% | +897.0% | -832.4% | -22.0% |
| 5Y | +48.4% | +2,089.9% | -2,041.5% | -44.3% |
| 10Y | +212.9% | +2,022.2% | -1,809.3% | +7.6% |
| All | +1,142.0% | +2,097.5% | -955.5% | +218.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling