+31.8%
CLX vs RGEN
+415.2%
-383.4%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.8% | +0.4% | +1.1% |
| 7D | +9.5% | -3.3% | +12.8% | +9.8% |
| 30D | +30.7% | -5.8% | +36.5% | +31.2% |
| 3M | +4.2% | +0.2% | +4.1% | +4.0% |
| 6M | +22.1% | +56.8% | -34.7% | +17.5% |
| YTD | +14.1% | +2.4% | +11.7% | +13.0% |
| 1Y | +10.3% | +11.4% | -1.1% | +8.6% |
| 3Y | -7.8% | +15.2% | -23.0% | -11.2% |
| 5Y | -20.8% | -35.1% | +14.2% | -22.0% |
| All | +31.8% | +415.2% | -383.4% | +4.2% |
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