+53.0%
RSP vs CLF
-47.7%
+100.7%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.8% | -2.3% | -0.7% |
| 7D | -0.8% | +7.6% | -8.3% | -1.8% |
| 30D | -0.3% | -1.2% | +0.9% | -0.3% |
| 3M | +4.3% | -13.4% | +17.7% | +5.6% |
| 6M | +8.8% | +15.4% | -6.6% | +5.3% |
| YTD | +15.3% | -5.9% | +21.1% | +13.9% |
| 1Y | +18.3% | +18.8% | -0.5% | +11.2% |
| 3Y | +52.8% | -19.4% | +72.2% | +46.2% |
| All | +53.0% | -47.7% | +100.7% | +51.5% |
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