+51.5%
RSP vs CLX
-35.2%
+86.7%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.5% | -0.8% |
| 7D | -0.4% | -3.5% | +3.2% | +0.2% |
| 30D | -1.5% | -11.9% | +10.3% | +0.7% |
| 3M | +4.8% | -2.6% | +7.4% | +5.1% |
| 6M | +10.3% | -18.2% | +28.4% | +13.9% |
| YTD | +14.1% | -5.9% | +20.0% | +14.6% |
| 1Y | +17.0% | -23.8% | +40.8% | +22.3% |
| 3Y | +54.2% | -33.6% | +87.8% | +64.1% |
| 5Y | +51.5% | -35.7% | +87.2% | +56.0% |
| All | +51.5% | -35.2% | +86.7% | +56.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling