-34.0%
CLX vs RACE
+93.6%
-127.6%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.9% | +0.6% | -1.0% |
| 7D | -9.2% | -2.5% | -6.7% | -8.8% |
| 30D | -11.0% | +0.8% | -11.8% | -11.2% |
| 3M | +5.0% | +17.2% | -12.1% | +2.3% |
| 6M | -18.8% | +13.6% | -32.4% | -20.7% |
| YTD | -4.4% | +12.2% | -16.6% | -6.7% |
| 1Y | -21.9% | -16.3% | -5.6% | -20.9% |
| 3Y | -32.8% | +36.4% | -69.2% | -38.0% |
| All | -34.0% | +93.6% | -127.6% | -45.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling