+568.6%
CLX vs RL
+1,498.4%
-929.8%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -7.3% | +7.9% | +1.3% |
| 7D | +12.4% | -4.7% | +17.1% | +13.0% |
| 30D | +21.1% | +3.6% | +17.5% | +20.6% |
| 3M | -3.3% | +0.5% | -3.9% | -3.4% |
| 6M | +18.8% | +6.6% | +12.2% | +17.7% |
| YTD | +3.9% | +8.8% | -4.9% | +2.6% |
| 1Y | -3.8% | +21.8% | -25.6% | -6.2% |
| 3Y | -10.5% | +245.8% | -256.3% | -23.1% |
| 5Y | -26.7% | +230.0% | -256.6% | -37.5% |
| 10Y | +19.9% | +369.4% | -349.6% | -7.7% |
| All | +568.6% | +1,498.4% | -929.8% | +282.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling