-27.1%
CLX vs RBA
+39.5%
-66.7%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.9% | +0.6% |
| 7D | +12.4% | +7.3% | +5.1% | +11.7% |
| 30D | +21.1% | +16.9% | +4.2% | +19.4% |
| 3M | -3.3% | -0.5% | -2.8% | -3.5% |
| 6M | +18.8% | -10.4% | +29.2% | +19.5% |
| YTD | +3.9% | -7.2% | +11.1% | +3.9% |
| 1Y | -3.8% | -2.2% | -1.6% | -4.3% |
| 3Y | -10.5% | +43.7% | -54.2% | -13.4% |
| All | -27.1% | +39.5% | -66.7% | -31.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling