+24.9%
CLX vs RL
+397.7%
-372.8%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +5.8% | -0.3% | +5.4% |
| 7D | +17.4% | +0.2% | +17.1% | +17.4% |
| 30D | +27.8% | +7.3% | +20.4% | +27.4% |
| 3M | +3.0% | +1.0% | +2.0% | +2.9% |
| 6M | +17.5% | +11.8% | +5.8% | +17.1% |
| YTD | +10.0% | +13.6% | -3.6% | +9.5% |
| 1Y | +3.3% | +24.0% | -20.8% | +2.7% |
| 3Y | -10.1% | +256.6% | -266.7% | -11.8% |
| 5Y | -23.7% | +240.2% | -264.0% | -25.7% |
| 10Y | +24.9% | +373.0% | -348.1% | +21.9% |
| All | +24.9% | +397.7% | -372.8% | +21.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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