+1,115.8%
RSP vs CLX
+337.5%
+778.2%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.6% | -0.5% |
| 7D | -1.0% | +13.6% | -14.6% | -5.2% |
| 30D | +2.6% | +23.4% | -20.8% | -4.4% |
| 3M | -0.8% | -2.8% | +2.1% | -0.2% |
| 6M | +6.3% | +14.0% | -7.7% | +0.7% |
| YTD | +14.1% | +4.2% | +10.0% | +10.7% |
| 1Y | +18.0% | -1.2% | +19.2% | +16.4% |
| 3Y | +61.0% | -12.7% | +73.7% | +63.0% |
| 5Y | +45.6% | -26.5% | +72.1% | +52.1% |
| 10Y | +220.2% | +20.2% | +200.0% | +136.9% |
| All | +1,115.8% | +337.5% | +778.2% | +359.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling