+30.3%
CLX vs RL
+342.1%
-311.9%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.1% | +1.3% |
| 7D | +8.5% | +2.4% | +6.2% | +8.4% |
| 30D | +30.0% | +4.6% | +25.4% | +29.8% |
| 3M | +3.8% | -1.1% | +4.9% | +3.8% |
| 6M | +24.6% | +16.5% | +8.1% | +24.0% |
| YTD | +12.8% | +11.4% | +1.4% | +12.3% |
| 1Y | +8.6% | +16.1% | -7.5% | +8.1% |
| 3Y | -8.6% | +252.6% | -261.3% | -10.3% |
| 5Y | -21.8% | +244.9% | -266.6% | -23.7% |
| All | +30.3% | +342.1% | -311.9% | +29.8% |
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