-36.8%
CLX vs RMBS
+269.8%
-306.6%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.9% | -3.0% | -2.2% |
| 7D | -4.9% | +3.5% | -8.4% | -4.9% |
| 30D | -15.8% | -8.6% | -7.2% | -15.9% |
| 3M | -7.9% | -40.3% | +32.4% | -8.3% |
| 6M | -19.0% | -1.0% | -18.1% | -19.1% |
| YTD | -7.9% | -4.6% | -3.3% | -8.1% |
| 1Y | -25.4% | +17.6% | -42.9% | -25.5% |
| 3Y | -35.0% | +58.6% | -93.7% | -35.4% |
| 5Y | -36.8% | +270.9% | -307.7% | -42.3% |
| All | -36.8% | +269.8% | -306.6% | -42.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling