-21.8%
CLX vs RMBS
+249.7%
-271.4%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.7% | +1.2% |
| 7D | +8.5% | +21.9% | -13.4% | +8.8% |
| 30D | +30.0% | -13.4% | +43.4% | +29.8% |
| 3M | +3.8% | -15.9% | +19.7% | +3.6% |
| 6M | +24.6% | -34.8% | +59.4% | +24.0% |
| YTD | +12.8% | -7.5% | +20.3% | +12.6% |
| 1Y | +8.6% | -16.9% | +25.5% | +8.3% |
| 3Y | -8.6% | +35.5% | -44.2% | -8.7% |
| 5Y | -21.8% | +254.2% | -275.9% | -22.8% |
| All | -21.8% | +249.7% | -271.4% | -22.8% |
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