+61.0%
RSP vs CLF
-33.4%
+94.4%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.1% | -0.5% |
| 7D | -1.0% | -19.6% | +18.5% | +0.8% |
| 30D | +2.6% | -5.0% | +7.6% | +2.7% |
| 3M | -0.8% | -6.3% | +5.5% | -0.8% |
| 6M | +6.3% | +2.8% | +3.5% | +4.7% |
| YTD | +14.1% | -13.7% | +27.8% | +13.5% |
| 1Y | +18.0% | +13.6% | +4.4% | +13.9% |
| 3Y | +61.0% | -34.0% | +95.0% | +55.7% |
| All | +61.0% | -33.4% | +94.4% | +55.7% |
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