-22.6%
CLX vs RL
+239.2%
-261.8%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.2% | +2.3% | +1.3% |
| 7D | +9.5% | +2.6% | +6.9% | +9.2% |
| 30D | +30.7% | +2.9% | +27.8% | +30.2% |
| 3M | +4.2% | 0.0% | +4.2% | +4.1% |
| 6M | +22.1% | +17.1% | +5.0% | +19.7% |
| YTD | +14.1% | +10.1% | +4.0% | +12.4% |
| 1Y | +10.3% | +17.3% | -7.0% | +8.0% |
| 3Y | -7.8% | +249.3% | -257.1% | -21.2% |
| All | -22.6% | +239.2% | -261.8% | -37.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling