-26.9%
CLX vs RACE
+65.0%
-92.0%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.7% | +0.5% |
| 7D | +13.6% | +5.1% | +8.5% | +12.6% |
| 30D | +23.4% | +7.7% | +15.7% | +21.8% |
| 3M | -2.8% | +2.2% | -5.0% | -3.2% |
| 6M | +14.0% | +23.8% | -9.8% | +9.9% |
| YTD | +4.2% | +13.9% | -9.7% | +1.4% |
| 1Y | -1.2% | +3.8% | -4.9% | -2.6% |
| 3Y | -12.7% | +28.0% | -40.7% | -18.6% |
| All | -26.9% | +65.0% | -92.0% | -39.7% |
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