-36.8%
CLX vs RNG
-70.2%
+33.4%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.8% | -1.4% | -2.1% |
| 7D | -4.9% | -4.1% | -0.9% | -4.8% |
| 30D | -15.8% | +8.6% | -24.5% | -16.1% |
| 3M | -7.9% | +78.0% | -85.9% | -9.8% |
| 6M | -19.0% | +67.0% | -86.1% | -20.8% |
| YTD | -7.9% | +142.4% | -150.4% | -11.8% |
| 1Y | -25.4% | +120.4% | -145.8% | -28.2% |
| 3Y | -35.0% | +122.1% | -157.1% | -38.3% |
| 5Y | -36.8% | -69.8% | +33.1% | -42.6% |
| All | -36.8% | -70.2% | +33.4% | -42.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling