+31.8%
CLX vs RNG
+234.5%
-202.7%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.7% | +1.8% | +1.2% |
| 7D | +9.5% | +4.6% | +4.9% | +9.3% |
| 30D | +30.7% | +0.4% | +30.3% | +30.5% |
| 3M | +4.2% | +11.4% | -7.2% | +3.5% |
| 6M | +22.1% | +95.7% | -73.6% | +17.7% |
| YTD | +14.1% | +162.9% | -148.8% | +7.2% |
| 1Y | +10.3% | +180.3% | -169.9% | +3.3% |
| 3Y | -7.8% | +188.3% | -196.2% | -15.0% |
| 5Y | -20.8% | -72.5% | +51.7% | -19.1% |
| All | +31.8% | +234.5% | -202.7% | +19.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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