-33.4%
CLX vs RUN
-34.3%
+0.9%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.7% | -5.3% | -1.6% |
| 7D | -3.5% | +10.2% | -13.7% | -3.7% |
| 30D | -11.9% | -9.6% | -2.3% | -11.7% |
| 3M | -2.6% | -31.5% | +28.9% | -2.1% |
| 6M | -18.2% | -18.7% | +0.5% | -18.1% |
| YTD | -5.9% | -49.9% | +44.0% | -5.4% |
| 1Y | -23.8% | -45.5% | +21.7% | -23.7% |
| All | -33.4% | -34.3% | +0.9% | -37.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling