+209.8%
RSP vs CLX
-3.8%
+213.7%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.2% | +1.2% | -0.6% |
| 7D | -1.8% | -4.9% | +3.1% | -1.0% |
| 30D | -2.5% | -15.8% | +13.3% | +0.3% |
| 3M | +3.0% | -7.9% | +10.9% | +4.3% |
| 6M | +8.9% | -19.0% | +27.9% | +12.4% |
| YTD | +13.0% | -7.9% | +20.9% | +13.9% |
| 1Y | +16.2% | -25.4% | +41.6% | +21.5% |
| 3Y | +52.7% | -35.0% | +87.7% | +62.3% |
| 5Y | +50.5% | -36.8% | +87.2% | +58.4% |
| 10Y | +209.8% | -1.4% | +211.3% | +187.7% |
| All | +209.8% | -3.8% | +213.7% | +187.7% |
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