+1,127.7%
RSP vs CLF
+596.5%
+531.3%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.8% | -2.3% | -0.8% |
| 7D | -0.8% | +7.6% | -8.3% | -2.0% |
| 30D | -0.3% | -1.2% | +0.9% | -0.3% |
| 3M | +4.3% | -13.4% | +17.7% | +5.7% |
| 6M | +8.8% | +15.4% | -6.6% | +4.6% |
| YTD | +15.3% | -5.9% | +21.1% | +13.5% |
| 1Y | +18.3% | +18.8% | -0.5% | +10.4% |
| 3Y | +52.8% | -19.4% | +72.2% | +44.7% |
| 5Y | +51.7% | -47.7% | +99.4% | +48.3% |
| 10Y | +208.5% | +130.4% | +78.1% | +103.8% |
| All | +1,127.7% | +596.5% | +531.3% | +451.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling