-33.6%
CLX vs RIO
+104.4%
-138.0%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.5% | -2.1% | -1.6% |
| 7D | -3.5% | +1.9% | -5.5% | -3.7% |
| 30D | -11.9% | +5.0% | -16.8% | -12.3% |
| 3M | -2.6% | +5.1% | -7.7% | -3.2% |
| 6M | -18.2% | +17.6% | -35.8% | -19.7% |
| YTD | -5.9% | +36.3% | -42.2% | -8.5% |
| 1Y | -23.8% | +71.2% | -95.0% | -27.3% |
| 3Y | -33.6% | +102.7% | -136.3% | -39.4% |
| All | -33.6% | +104.4% | -138.0% | -39.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling