+1,127.7%
RSP vs CLX
+301.5%
+826.2%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.8% | 0.0% |
| 7D | -0.8% | -9.2% | +8.5% | +2.4% |
| 30D | -0.3% | -11.0% | +10.7% | +3.5% |
| 3M | +4.3% | +5.0% | -0.8% | +2.0% |
| 6M | +8.8% | -18.8% | +27.6% | +15.5% |
| YTD | +15.3% | -4.4% | +19.7% | +15.3% |
| 1Y | +18.3% | -21.9% | +40.1% | +26.5% |
| 3Y | +52.8% | -32.8% | +85.6% | +69.6% |
| 5Y | +51.7% | -34.6% | +86.3% | +65.3% |
| 10Y | +208.5% | -4.7% | +213.2% | +155.2% |
| All | +1,127.7% | +301.5% | +826.2% | +378.4% |
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 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