+392.9%
CLX vs RBA
+4,003.4%
-3,610.5%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.6% | +0.4% |
| 7D | +13.6% | +4.3% | +9.3% | +13.2% |
| 30D | +23.4% | +16.3% | +7.0% | +21.7% |
| 3M | -2.8% | +1.3% | -4.2% | -3.0% |
| 6M | +14.0% | -11.1% | +25.0% | +14.9% |
| YTD | +4.2% | -8.5% | +12.6% | +4.5% |
| 1Y | -1.2% | -2.1% | +1.0% | -1.5% |
| 3Y | -12.7% | +44.6% | -57.2% | -16.2% |
| 5Y | -26.5% | +36.8% | -63.3% | -29.7% |
| 10Y | +20.2% | +227.3% | -207.1% | +4.8% |
| All | +392.9% | +4,003.4% | -3,610.5% | +273.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling