-17.0%
CLX vs RVMD
+510.7%
-527.7%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.3% | +3.5% | +1.2% |
| 7D | +9.5% | -10.4% | +19.9% | +9.7% |
| 30D | +30.7% | -11.0% | +41.7% | +31.0% |
| 3M | +4.2% | -14.7% | +18.9% | +4.5% |
| 6M | +22.1% | +14.9% | +7.2% | +21.6% |
| YTD | +14.1% | +116.3% | -102.2% | +11.8% |
| 1Y | +10.3% | +167.6% | -157.3% | +7.6% |
| 3Y | -7.8% | +776.8% | -784.6% | -12.5% |
| 5Y | -20.8% | +424.8% | -445.6% | -25.6% |
| All | -17.0% | +510.7% | -527.7% | -19.7% |
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