+48.4%
RSP vs CLF
-42.8%
+91.3%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.2% | +3.4% | +0.6% |
| 7D | +2.4% | +10.4% | -8.0% | +1.0% |
| 30D | +4.3% | +0.6% | +3.7% | +3.6% |
| 3M | -0.3% | +4.1% | -4.4% | -1.7% |
| 6M | +9.8% | +15.1% | -5.3% | +5.9% |
| YTD | +16.8% | -4.7% | +21.6% | +14.4% |
| 1Y | +19.5% | +20.4% | -0.9% | +13.0% |
| 3Y | +65.1% | -23.4% | +88.5% | +58.9% |
| All | +48.4% | -42.8% | +91.3% | +43.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling