+215.6%
RSP vs CLX
+26.7%
+188.8%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +5.6% | -3.3% | +1.3% |
| 7D | +0.4% | +17.4% | -16.9% | -2.3% |
| 30D | +3.7% | +27.8% | -24.0% | -0.6% |
| 3M | +0.8% | +3.0% | -2.2% | +0.1% |
| 6M | +9.1% | +17.5% | -8.4% | +5.7% |
| YTD | +16.7% | +10.0% | +6.7% | +14.0% |
| 1Y | +19.7% | +3.3% | +16.4% | +18.1% |
| 3Y | +66.7% | -10.1% | +76.8% | +67.7% |
| 5Y | +48.7% | -23.7% | +72.4% | +51.4% |
| 10Y | +215.6% | +24.9% | +190.7% | +184.4% |
| All | +215.6% | +26.7% | +188.8% | +184.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 10y: compounded portfolio wealth divided by compounded CLX 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…
10y analysis · Full analysis span regression · 6 months rolling