+49.6%
RSP vs CLF
-42.3%
+91.9%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.9% | -4.9% | -0.7% |
| 7D | +0.7% | -9.1% | +9.8% | +1.8% |
| 30D | +3.7% | -0.9% | +4.6% | +3.3% |
| 3M | +0.7% | +3.0% | -2.3% | -0.6% |
| 6M | +9.0% | +16.7% | -7.6% | +5.0% |
| YTD | +16.7% | -3.2% | +19.8% | +14.1% |
| 1Y | +19.0% | +24.6% | -5.7% | +11.9% |
| 3Y | +64.7% | -22.3% | +87.0% | +58.3% |
| 5Y | +49.6% | -41.2% | +90.8% | +44.9% |
| All | +49.6% | -42.3% | +91.9% | +44.9% |
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