+215.7%
RSP vs CLF
+83.8%
+131.9%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.2% | -1.4% | +0.5% |
| 7D | -0.3% | +2.3% | -2.6% | -0.8% |
| 30D | +4.4% | +1.9% | +2.5% | +3.5% |
| 3M | +1.3% | +5.9% | -4.6% | -0.6% |
| 6M | +10.0% | +16.9% | -6.9% | +5.2% |
| YTD | +17.6% | -1.1% | +18.7% | +14.1% |
| 1Y | +19.2% | +28.8% | -9.6% | +10.6% |
| 3Y | +66.0% | -20.6% | +86.7% | +57.1% |
| 5Y | +50.4% | -41.5% | +92.0% | +44.4% |
| 10Y | +215.7% | +87.5% | +128.2% | +114.9% |
| All | +215.7% | +83.8% | +131.9% | +114.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CLF.
Daily Out/Under-Performance
Portfolio return minus CLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLF 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 10y: compounded portfolio wealth divided by compounded CLF 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…
10y analysis · Full analysis span regression · 6 months rolling