-33.6%
CLX vs RVMD
+620.8%
-654.5%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.1% | +1.1% | -0.9% |
| 7D | -5.9% | -3.6% | -2.3% | -5.8% |
| 30D | -17.0% | -1.1% | -16.0% | -17.0% |
| 3M | -9.6% | +41.0% | -50.6% | -10.2% |
| 6M | -21.5% | +105.7% | -127.2% | -22.9% |
| YTD | -8.8% | +155.3% | -164.1% | -10.9% |
| 1Y | -24.7% | +402.7% | -427.4% | -27.6% |
| 3Y | -35.6% | +533.1% | -568.7% | -38.8% |
| 5Y | -37.6% | +583.5% | -621.2% | -41.5% |
| All | -33.6% | +620.8% | -654.5% | -36.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 10y: compounded portfolio wealth divided by compounded RVMD 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…
10y analysis · Full analysis span regression · 6 months rolling