+2,730.9%
CLX vs RGEN
+1,639.8%
+1,091.1%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.8% | +3.8% | +1.1% |
| 7D | +13.6% | -2.4% | +16.1% | +13.7% |
| 30D | +29.1% | +0.1% | +29.0% | +29.0% |
| 3M | +1.6% | +6.6% | -5.0% | +1.5% |
| 6M | +18.7% | +40.9% | -22.2% | +18.1% |
| YTD | +11.1% | +6.2% | +4.9% | +10.9% |
| 1Y | +7.0% | +19.4% | -12.4% | +6.6% |
| 3Y | -10.0% | +17.9% | -27.9% | -10.6% |
| 5Y | -22.6% | -34.0% | +11.4% | -22.9% |
| 10Y | +29.3% | +453.9% | -424.6% | +26.0% |
| All | +2,730.9% | +1,639.8% | +1,091.1% | +2,432.6% |
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