-33.4%
CLX vs RMBS
+55.2%
-88.6%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.7% | -3.2% | -1.5% |
| 7D | -3.5% | +3.0% | -6.5% | -3.5% |
| 30D | -11.9% | -14.4% | +2.5% | -12.1% |
| 3M | -2.6% | -42.8% | +40.2% | -3.4% |
| 6M | -18.2% | -1.4% | -16.8% | -18.0% |
| YTD | -5.9% | -5.4% | -0.5% | -5.8% |
| 1Y | -23.8% | +18.6% | -42.4% | -23.4% |
| All | -33.4% | +55.2% | -88.6% | -33.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling