-32.0%
CLX vs RBA
+36.9%
-68.9%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.3% | -1.6% | -1.3% |
| 7D | -9.2% | -2.9% | -6.3% | -9.0% |
| 30D | -11.0% | -12.3% | +1.3% | -9.9% |
| 3M | +5.0% | -20.5% | +25.6% | +7.3% |
| 6M | -18.8% | -18.5% | -0.3% | -17.4% |
| YTD | -4.4% | -18.2% | +13.8% | -3.2% |
| 1Y | -21.9% | -27.5% | +5.7% | -19.7% |
| All | -32.0% | +36.9% | -68.9% | -34.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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