-1.4%
CLX vs RACE
+4.8%
-6.2%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.3% | +2.9% | +1.4% |
| 7D | +12.4% | +5.7% | +6.8% | +10.3% |
| 30D | +21.1% | +9.3% | +11.8% | +17.6% |
| 3M | -3.3% | +3.8% | -7.2% | -4.7% |
| 6M | +18.8% | +29.8% | -11.0% | +9.4% |
| YTD | +3.9% | +15.6% | -11.7% | -3.1% |
| All | -1.4% | +4.8% | -6.2% | -4.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 1y: compounded portfolio wealth divided by compounded RACE 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…
1y analysis · Full analysis span regression · 6 months rolling