+31.8%
CLX vs RRC
+73.1%
-41.3%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.7% | +0.4% | +1.2% |
| 7D | +9.5% | +6.4% | +3.1% | +9.4% |
| 30D | +30.7% | +23.9% | +6.8% | +30.4% |
| 3M | +4.2% | +30.2% | -25.9% | +3.9% |
| 6M | +22.1% | +26.3% | -4.1% | +21.8% |
| YTD | +14.1% | +48.1% | -34.0% | +13.5% |
| 1Y | +10.3% | +37.7% | -27.4% | +9.9% |
| 3Y | -7.8% | +60.3% | -68.1% | -8.4% |
| 5Y | -20.8% | +135.3% | -156.1% | -22.0% |
| All | +31.8% | +73.1% | -41.3% | +20.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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