+215.6%
RSP vs CLF
+92.7%
+122.9%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +7.0% | -4.7% | +1.2% |
| 7D | +0.4% | -14.1% | +14.5% | +2.5% |
| 30D | +3.7% | -5.5% | +9.3% | +4.0% |
| 3M | +0.8% | 0.0% | +0.8% | -0.2% |
| 6M | +9.1% | +11.3% | -2.2% | +5.2% |
| YTD | +16.7% | -7.7% | +24.4% | +14.5% |
| 1Y | +19.7% | +17.5% | +2.1% | +12.6% |
| 3Y | +66.7% | -25.4% | +92.1% | +59.2% |
| 5Y | +48.7% | -46.0% | +94.7% | +44.4% |
| 10Y | +215.6% | +80.1% | +135.5% | +117.1% |
| All | +215.6% | +92.7% | +122.9% | +117.1% |
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