-37.6%
CLX vs RRX
+14.8%
-52.4%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.9% | +1.0% | -0.8% |
| 7D | -5.9% | -3.7% | -2.1% | -5.7% |
| 30D | -17.0% | -9.3% | -7.7% | -16.6% |
| 3M | -9.6% | -21.8% | +12.2% | -8.7% |
| 6M | -21.5% | -22.0% | +0.5% | -21.0% |
| YTD | -8.8% | +11.9% | -20.8% | -9.9% |
| 1Y | -24.7% | +11.6% | -36.3% | -25.7% |
| 3Y | -35.6% | +2.2% | -37.8% | -36.2% |
| 5Y | -37.6% | +14.9% | -52.5% | -40.8% |
| All | -37.6% | +14.8% | -52.4% | -40.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling