-22.6%
CLX vs RBA
+45.7%
-68.4%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.9% | +0.2% | +1.1% |
| 7D | +9.5% | +1.7% | +7.8% | +9.3% |
| 30D | +30.7% | +8.3% | +22.3% | +29.7% |
| 3M | +4.2% | +10.5% | -6.3% | +3.2% |
| 6M | +22.1% | -5.9% | +28.0% | +22.3% |
| YTD | +14.1% | -6.9% | +20.9% | +14.1% |
| 1Y | +10.3% | -4.9% | +15.2% | +10.1% |
| 3Y | -7.8% | +64.5% | -72.3% | -11.4% |
| All | -22.6% | +45.7% | -68.4% | -27.7% |
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