+19.1%
CLX vs RL
+356.1%
-336.9%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.4% | +1.6% | +0.3% |
| 7D | +13.6% | -4.2% | +17.7% | +13.7% |
| 30D | +23.4% | +4.3% | +19.1% | +23.2% |
| 3M | -2.8% | -4.6% | +1.8% | -2.7% |
| 6M | +14.0% | +1.7% | +12.3% | +13.9% |
| YTD | +4.2% | +7.3% | -3.2% | +3.9% |
| 1Y | -1.2% | +20.8% | -22.0% | -1.6% |
| 3Y | -12.7% | +247.0% | -259.6% | -14.1% |
| 5Y | -26.5% | +225.5% | -251.9% | -28.2% |
| All | +19.1% | +356.1% | -336.9% | +16.8% |
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