+66.5%
CLX vs RNG
+327.7%
-261.3%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.9% | +2.6% | -1.1% |
| 7D | -9.2% | +5.8% | -15.0% | -9.5% |
| 30D | -11.0% | +19.6% | -30.7% | -11.8% |
| 3M | +5.0% | +67.0% | -62.0% | +2.5% |
| 6M | -18.8% | +88.4% | -107.2% | -21.5% |
| YTD | -4.4% | +155.5% | -159.9% | -9.4% |
| 1Y | -21.9% | +141.7% | -163.5% | -25.8% |
| 3Y | -32.8% | +131.1% | -163.8% | -36.8% |
| 5Y | -34.6% | -70.6% | +36.0% | -34.1% |
| 10Y | -4.7% | +228.2% | -232.9% | -12.4% |
| All | +66.5% | +327.7% | -261.3% | +52.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling