-5.6%
CLX vs RSG
+19.5%
-25.2%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.0% | +4.7% | +5.3% |
| 7D | +14.2% | +5.1% | +9.0% | +12.0% |
| 30D | +22.7% | +15.3% | +7.4% | +16.6% |
| 3M | -2.8% | +18.6% | -21.3% | -8.2% |
| 6M | +17.7% | +19.5% | -1.9% | +10.6% |
| YTD | +3.3% | +17.2% | -13.8% | -4.4% |
| 1Y | -5.6% | +19.6% | -25.2% | -12.3% |
| All | -5.6% | +19.5% | -25.2% | -12.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 1y: compounded portfolio wealth divided by compounded RSG 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…
1y analysis · Full analysis span regression · 6 months rolling