-22.6%
CLX vs RUN
-85.3%
+62.6%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.3% | -0.1% | +1.1% |
| 7D | +9.5% | -13.5% | +23.0% | +9.8% |
| 30D | +30.7% | +18.3% | +12.4% | +30.2% |
| 3M | +4.2% | -12.5% | +16.7% | +4.3% |
| 6M | +22.1% | -40.3% | +62.4% | +22.8% |
| YTD | +14.1% | -53.1% | +67.2% | +14.8% |
| 1Y | +10.3% | -54.3% | +64.6% | +11.0% |
| 3Y | -7.8% | -6.5% | -1.3% | -11.0% |
| All | -22.6% | -85.3% | +62.6% | -25.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling