-12.7%
CLX vs RRC
+36.3%
-49.0%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.9% | +3.2% | +0.2% |
| 7D | +13.6% | -10.8% | +24.4% | +13.1% |
| 30D | +23.4% | +22.3% | +1.0% | +24.1% |
| 3M | -2.8% | +26.6% | -29.5% | -2.0% |
| 6M | +14.0% | +18.9% | -5.0% | +14.7% |
| YTD | +4.2% | +39.2% | -35.0% | +5.1% |
| 1Y | -1.2% | +34.0% | -35.1% | -0.3% |
| 3Y | -12.7% | +42.0% | -54.7% | -9.4% |
| All | -12.7% | +36.3% | -49.0% | -9.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling