+65.1%
RSP vs CLF
-22.9%
+88.1%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.2% | +3.4% | +0.5% |
| 7D | +2.4% | +10.4% | -8.0% | +1.4% |
| 30D | +4.3% | +0.6% | +3.7% | +3.8% |
| 3M | -0.3% | +4.1% | -4.4% | -1.3% |
| 6M | +9.8% | +15.1% | -5.3% | +7.1% |
| YTD | +16.8% | -4.7% | +21.6% | +15.1% |
| 1Y | +19.5% | +20.4% | -0.9% | +14.8% |
| 3Y | +65.1% | -23.4% | +88.5% | +56.4% |
| All | +65.1% | -22.9% | +88.1% | +56.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling