-33.6%
CLX vs RGEN
-0.1%
-33.5%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.6% | -2.1% | -1.6% |
| 7D | -3.5% | -0.9% | -2.7% | -3.5% |
| 30D | -11.9% | +2.8% | -14.7% | -12.1% |
| 3M | -2.6% | +34.5% | -37.1% | -4.8% |
| 6M | -18.2% | +40.5% | -58.6% | -20.4% |
| YTD | -5.9% | +2.8% | -8.8% | -6.8% |
| 1Y | -23.8% | +39.6% | -63.5% | -26.3% |
| 3Y | -33.6% | +4.4% | -38.0% | -35.4% |
| All | -33.6% | -0.1% | -33.5% | -35.4% |
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