-3.3%
CLX vs RIO
+604.6%
-607.9%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.2% | +3.2% | -0.7% |
| 7D | -5.9% | -3.4% | -2.5% | -5.7% |
| 30D | -17.0% | +0.6% | -17.6% | -17.1% |
| 3M | -9.6% | +2.5% | -12.1% | -9.7% |
| 6M | -21.5% | +10.8% | -32.3% | -22.0% |
| YTD | -8.8% | +30.5% | -39.3% | -10.1% |
| 1Y | -24.7% | +68.1% | -92.8% | -26.6% |
| 3Y | -35.6% | +94.0% | -129.7% | -37.8% |
| 5Y | -37.6% | +92.0% | -129.6% | -40.0% |
| All | -3.3% | +604.6% | -607.9% | -14.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling