-34.8%
CLX vs RVMD
+549.6%
-584.4%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.2% | -2.3% | -2.2% |
| 7D | -4.9% | -0.7% | -4.2% | -4.9% |
| 30D | -15.8% | +0.3% | -16.2% | -15.8% |
| 3M | -7.9% | +38.9% | -46.8% | -9.1% |
| 6M | -19.0% | +108.1% | -127.2% | -21.7% |
| YTD | -7.9% | +160.7% | -168.7% | -12.4% |
| 1Y | -25.4% | +407.3% | -432.6% | -31.8% |
| All | -34.8% | +549.6% | -584.4% | -48.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling