-12.7%
CLX vs RGEN
+15.5%
-28.2%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.0% | -2.7% | +0.1% |
| 7D | +13.6% | -1.9% | +15.5% | +13.7% |
| 30D | +23.4% | +3.7% | +19.6% | +22.9% |
| 3M | -2.8% | +8.8% | -11.7% | -3.6% |
| 6M | +14.0% | +38.0% | -24.0% | +11.2% |
| YTD | +4.2% | +5.9% | -1.7% | +2.8% |
| 1Y | -1.2% | +19.7% | -20.8% | -3.2% |
| 3Y | -12.7% | +20.5% | -33.2% | -16.5% |
| All | -12.7% | +15.5% | -28.2% | -16.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling