-34.8%
CLX vs RRX
+3.6%
-38.5%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.5% | +0.4% | -2.1% |
| 7D | -4.9% | -0.7% | -4.2% | -4.9% |
| 30D | -15.8% | -8.0% | -7.9% | -15.6% |
| 3M | -7.9% | -25.1% | +17.1% | -7.3% |
| 6M | -19.0% | -18.3% | -0.8% | -19.0% |
| YTD | -7.9% | +14.2% | -22.1% | -8.2% |
| 1Y | -25.4% | +13.0% | -38.4% | -25.7% |
| All | -34.8% | +3.6% | -38.5% | -31.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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