-35.7%
CLX vs RMD
-21.0%
-14.7%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.2% | +1.6% | -1.0% |
| 7D | -3.5% | -4.5% | +0.9% | -2.8% |
| 30D | -11.9% | +4.6% | -16.5% | -12.6% |
| 3M | -2.6% | +14.8% | -17.4% | -4.9% |
| 6M | -18.2% | -12.1% | -6.1% | -17.0% |
| YTD | -5.9% | -7.5% | +1.6% | -5.3% |
| 1Y | -23.8% | -20.1% | -3.8% | -21.9% |
| 3Y | -33.6% | +53.9% | -87.5% | -38.7% |
| 5Y | -35.7% | -22.2% | -13.5% | -39.2% |
| All | -35.7% | -21.0% | -14.7% | -39.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling