-3.3%
CLX vs RUN
+43.4%
-46.6%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.9% | +1.0% | -0.9% |
| 7D | -5.9% | -3.4% | -2.5% | -5.8% |
| 30D | -17.0% | -14.0% | -3.1% | -16.9% |
| 3M | -9.6% | -27.5% | +17.9% | -9.2% |
| 6M | -21.5% | -29.0% | +7.5% | -21.3% |
| YTD | -8.8% | -53.1% | +44.3% | -8.2% |
| 1Y | -24.7% | -46.7% | +22.1% | -24.4% |
| 3Y | -35.6% | -38.3% | +2.7% | -36.9% |
| 5Y | -37.6% | -80.7% | +43.1% | -38.2% |
| All | -3.3% | +43.4% | -46.6% | -14.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded RUN 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling