+8.4%
CLX vs RUN
-31.9%
+40.3%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -1.3% |
| 7D | -9.2% | +1.3% | -10.5% | -9.3% |
| 30D | -11.0% | -15.3% | +4.2% | -10.9% |
| 3M | +5.0% | -40.0% | +45.1% | +5.7% |
| 6M | -18.8% | -27.0% | +8.1% | -18.6% |
| YTD | -4.4% | -51.7% | +47.3% | -3.8% |
| 1Y | -21.9% | -45.9% | +24.0% | -21.6% |
| 3Y | -32.8% | -43.8% | +11.0% | -33.8% |
| 5Y | -34.6% | -80.5% | +45.9% | -35.1% |
| 10Y | -4.7% | +45.3% | -50.0% | -10.4% |
| All | +8.4% | -31.9% | +40.3% | +2.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling