+299.2%
CLX vs RSG
+2,005.0%
-1,705.8%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.5% |
| 7D | -3.5% | -0.7% | -2.8% | -3.4% |
| 30D | -11.9% | +3.3% | -15.2% | -12.4% |
| 3M | -2.6% | +8.5% | -11.1% | -4.0% |
| 6M | -18.2% | -3.5% | -14.6% | -17.7% |
| YTD | -5.9% | +5.5% | -11.4% | -6.9% |
| 1Y | -23.8% | -1.7% | -22.1% | -23.7% |
| 3Y | -33.6% | +56.9% | -90.5% | -38.7% |
| 5Y | -35.7% | +89.4% | -125.1% | -42.7% |
| 10Y | -2.5% | +412.5% | -415.0% | -26.4% |
| All | +299.2% | +2,005.0% | -1,705.8% | +160.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling