-5.6%
CLX vs RIO
+29.3%
-35.0%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +3.6% | +2.1% | +5.2% |
| 7D | +14.2% | -1.6% | +15.8% | +14.4% |
| 30D | +22.7% | -11.6% | +34.3% | +24.9% |
| 3M | -2.8% | -12.7% | +10.0% | -0.9% |
| 6M | +17.7% | -12.4% | +30.1% | +19.0% |
| YTD | +3.3% | +11.0% | -7.7% | +1.8% |
| 1Y | -5.6% | +30.8% | -36.5% | -11.6% |
| All | -5.6% | +29.3% | -35.0% | -11.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RIO.
Daily Out/Under-Performance
Portfolio return minus RIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIO 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 1y: compounded portfolio wealth divided by compounded RIO 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…
1y analysis · Full analysis span regression · 6 months rolling