-1.4%
CLX vs RGEN
+402.3%
-403.7%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.1% | -0.1% | -2.0% |
| 7D | -4.9% | -4.6% | -0.4% | -4.6% |
| 30D | -15.8% | +1.2% | -17.0% | -15.9% |
| 3M | -7.9% | +26.8% | -34.8% | -9.7% |
| 6M | -19.0% | +29.1% | -48.1% | -20.9% |
| YTD | -7.9% | +0.7% | -8.7% | -8.5% |
| 1Y | -25.4% | +39.1% | -64.4% | -27.8% |
| 3Y | -35.0% | +2.2% | -37.3% | -36.8% |
| 5Y | -36.8% | -44.0% | +7.2% | -36.8% |
| 10Y | -1.4% | +412.7% | -414.2% | -21.1% |
| All | -1.4% | +402.3% | -403.7% | -21.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 10y: compounded portfolio wealth divided by compounded RGEN 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…
10y analysis · Full analysis span regression · 6 months rolling