-4.4%
CLX vs RSG
+428.9%
-433.3%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.8% | -1.9% | -1.4% |
| 7D | -5.7% | 0.0% | -5.7% | -5.7% |
| 30D | -17.0% | +4.0% | -21.0% | -18.1% |
| 3M | -9.7% | +7.4% | -17.1% | -11.9% |
| 6M | -19.8% | +0.1% | -19.9% | -20.1% |
| YTD | -9.8% | +6.0% | -15.9% | -12.0% |
| 1Y | -26.2% | -3.0% | -23.2% | -25.7% |
| 3Y | -36.2% | +56.5% | -92.7% | -45.6% |
| 5Y | -38.3% | +90.9% | -129.3% | -51.1% |
| All | -4.4% | +428.9% | -433.3% | -51.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling