+701.3%
CLX vs RMBS
+1,284.9%
-583.6%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.2% | +4.4% | +1.2% |
| 7D | +9.5% | +10.3% | -0.8% | +9.2% |
| 30D | +30.7% | -10.7% | +41.4% | +30.9% |
| 3M | +4.2% | -17.2% | +21.4% | +4.5% |
| 6M | +22.1% | -39.0% | +61.1% | +23.1% |
| YTD | +14.1% | -10.5% | +24.6% | +13.4% |
| 1Y | +10.3% | -11.0% | +21.3% | +9.6% |
| 3Y | -7.8% | +31.3% | -39.1% | -10.3% |
| 5Y | -20.8% | +242.8% | -263.6% | -25.6% |
| 10Y | +31.9% | +536.9% | -505.1% | +20.6% |
| All | +701.3% | +1,284.9% | -583.6% | +540.5% |
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