-10.0%
CLX vs RACE
+26.8%
-36.8%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.8% | +1.2% |
| 7D | +13.6% | +0.2% | +13.4% | +13.6% |
| 30D | +29.1% | +6.6% | +22.4% | +27.7% |
| 3M | +1.6% | +2.2% | -0.6% | +1.2% |
| 6M | +18.7% | +22.4% | -3.7% | +15.1% |
| YTD | +11.1% | +13.8% | -2.7% | +8.2% |
| 1Y | +7.0% | +2.2% | +4.8% | +5.2% |
| 3Y | -10.0% | +25.6% | -35.6% | -12.2% |
| All | -10.0% | +26.8% | -36.8% | -12.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling