+2,336.0%
CLX vs RGEN
+1,576.0%
+760.0%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | -0.1% | -1.3% |
| 7D | -9.2% | -4.9% | -4.3% | -9.2% |
| 30D | -11.0% | +5.7% | -16.7% | -11.1% |
| 3M | +5.0% | +32.4% | -27.4% | +4.6% |
| 6M | -18.8% | +33.2% | -52.0% | -19.2% |
| YTD | -4.4% | +2.3% | -6.7% | -4.5% |
| 1Y | -21.9% | +39.0% | -60.8% | -22.3% |
| 3Y | -32.8% | -4.6% | -28.1% | -33.0% |
| 5Y | -34.6% | -42.7% | +8.1% | -34.6% |
| 10Y | -4.7% | +433.6% | -438.3% | -7.1% |
| All | +2,336.0% | +1,576.0% | +760.0% | +2,081.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling