+515.1%
CLX vs RL
+1,366.2%
-851.0%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.0% | -3.3% | -1.5% |
| 7D | -9.2% | -0.8% | -8.4% | -9.2% |
| 30D | -11.0% | -7.8% | -3.3% | -10.3% |
| 3M | +5.0% | -4.0% | +9.0% | +5.4% |
| 6M | -18.8% | -1.9% | -16.9% | -18.8% |
| YTD | -4.4% | -0.2% | -4.2% | -4.7% |
| 1Y | -21.9% | +10.7% | -32.5% | -23.0% |
| 3Y | -32.8% | +210.8% | -243.5% | -41.5% |
| 5Y | -34.6% | +238.2% | -272.8% | -44.4% |
| 10Y | -4.7% | +313.4% | -318.1% | -25.5% |
| All | +515.1% | +1,366.2% | -851.0% | +255.6% |
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