-1.4%
CLX vs RRC
+4.5%
-6.0%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.8% | -2.2% |
| 7D | -4.9% | -1.7% | -3.2% | -4.9% |
| 30D | -15.8% | +3.6% | -19.4% | -15.8% |
| 3M | -7.9% | +8.8% | -16.8% | -8.0% |
| 6M | -19.0% | +0.8% | -19.8% | -19.1% |
| YTD | -7.9% | +19.0% | -26.9% | -8.2% |
| 1Y | -25.4% | +22.9% | -48.3% | -25.6% |
| 3Y | -35.0% | +32.3% | -67.3% | -35.4% |
| 5Y | -36.8% | +151.6% | -188.3% | -37.8% |
| 10Y | -1.4% | +5.5% | -7.0% | -7.3% |
| All | -1.4% | +4.5% | -6.0% | -7.3% |
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