-26.2%
CLX vs RMBS
+11.7%
-37.9%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.9% | -3.0% | -1.1% |
| 7D | -5.7% | +1.8% | -7.5% | -5.6% |
| 30D | -17.0% | -13.9% | -3.1% | -17.3% |
| 3M | -9.7% | -39.8% | +30.1% | -10.5% |
| 6M | -19.8% | -6.0% | -13.8% | -19.9% |
| YTD | -9.8% | -5.4% | -4.5% | -9.7% |
| 1Y | -26.2% | -1.8% | -24.4% | -25.7% |
| All | -26.2% | +11.7% | -37.9% | -25.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS 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 1y: compounded portfolio wealth divided by compounded RMBS 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…
1y analysis · Full analysis span regression · 6 months rolling