-35.7%
CLX vs RIO
+97.3%
-133.0%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -12.1% |
| 3M | -2.6% | +5.1% | -7.7% | -3.0% |
| 6M | -18.2% | +17.6% | -35.8% | -19.0% |
| YTD | -5.9% | +36.3% | -42.2% | -7.5% |
| 1Y | -23.8% | +71.2% | -95.0% | -25.8% |
| 3Y | -33.6% | +102.7% | -136.3% | -35.9% |
| 5Y | -35.7% | +99.6% | -135.3% | -37.5% |
| All | -35.7% | +97.3% | -133.0% | -37.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling