-1.4%
CLX vs RMD
+269.7%
-271.1%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.7% | -2.1% |
| 7D | -4.9% | -4.7% | -0.2% | -4.1% |
| 30D | -15.8% | +0.2% | -16.1% | -15.9% |
| 3M | -7.9% | +12.0% | -19.9% | -9.8% |
| 6M | -19.0% | -12.5% | -6.5% | -17.4% |
| YTD | -7.9% | -7.9% | 0.0% | -6.9% |
| 1Y | -25.4% | -20.4% | -5.0% | -22.8% |
| 3Y | -35.0% | +53.1% | -88.1% | -40.9% |
| 5Y | -36.8% | -22.1% | -14.6% | -36.2% |
| 10Y | -1.4% | +275.4% | -276.8% | -24.5% |
| All | -1.4% | +269.7% | -271.1% | -24.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RMD.
Daily Out/Under-Performance
Portfolio return minus RMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMD 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 10y: compounded portfolio wealth divided by compounded RMD 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…
10y analysis · Full analysis span regression · 6 months rolling