-39.5%
CLX vs ROIV
+248.8%
-288.3%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.2% | +4.8% | +0.7% |
| 7D | +12.4% | -2.4% | +14.8% | +12.5% |
| 30D | +21.1% | +3.1% | +18.0% | +21.0% |
| 3M | -3.3% | +5.8% | -9.2% | -3.6% |
| 6M | +18.8% | +29.3% | -10.5% | +17.7% |
| YTD | +3.9% | +68.8% | -64.9% | +1.9% |
| 1Y | -3.8% | +81.0% | -84.8% | -5.8% |
| 3Y | -10.5% | +294.6% | -305.1% | -14.6% |
| 5Y | -26.7% | +373.1% | -399.8% | -32.6% |
| All | -39.5% | +248.8% | -288.3% | -44.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 ROIV 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