+1,120.4%
RSP vs CLF
+527.9%
+592.4%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -12.2% | +9.3% | -1.0% |
| 7D | -1.4% | -21.0% | +19.5% | +2.1% |
| 30D | +2.1% | -8.0% | +10.1% | +2.8% |
| 3M | -0.9% | -10.9% | +10.0% | -0.1% |
| 6M | +7.5% | +5.8% | +1.7% | +4.3% |
| YTD | +14.6% | -15.1% | +29.7% | +13.7% |
| 1Y | +17.6% | +7.2% | +10.4% | +12.2% |
| 3Y | +60.8% | -34.2% | +95.0% | +56.3% |
| 5Y | +46.1% | -49.6% | +95.7% | +43.1% |
| 10Y | +221.4% | +109.9% | +111.5% | +115.1% |
| All | +1,120.4% | +527.9% | +592.4% | +452.2% |
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