-35.7%
CLX vs RRC
+153.5%
-189.2%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.3% | -1.6% |
| 7D | -3.5% | -1.2% | -2.3% | -3.5% |
| 30D | -11.9% | +9.4% | -21.3% | -11.9% |
| 3M | -2.6% | +7.4% | -10.0% | -2.6% |
| 6M | -18.2% | +1.5% | -19.6% | -18.2% |
| YTD | -5.9% | +19.4% | -25.3% | -6.1% |
| 1Y | -23.8% | +24.2% | -48.1% | -24.0% |
| 3Y | -33.6% | +32.8% | -66.4% | -33.9% |
| 5Y | -35.7% | +152.9% | -188.6% | -35.3% |
| All | -35.7% | +153.5% | -189.2% | -35.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling