+571.5%
CLX vs RMBS
+1,339.3%
-767.8%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.3% | -2.6% | -1.3% |
| 7D | -9.2% | -0.3% | -8.9% | -9.2% |
| 30D | -11.0% | -12.2% | +1.1% | -10.8% |
| 3M | +5.0% | -49.5% | +54.6% | +6.6% |
| 6M | -18.8% | -7.1% | -11.7% | -19.1% |
| YTD | -4.4% | -7.0% | +2.6% | -4.9% |
| 1Y | -21.9% | +13.3% | -35.2% | -22.9% |
| 3Y | -32.8% | +49.2% | -82.0% | -34.8% |
| 5Y | -34.6% | +250.0% | -284.5% | -38.4% |
| 10Y | -4.7% | +495.1% | -499.8% | -12.5% |
| All | +571.5% | +1,339.3% | -767.8% | +437.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling