-22.6%
CLX vs RVMD
+425.4%
-448.1%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.3% | +3.5% | +1.2% |
| 7D | +9.5% | -10.4% | +19.9% | +9.9% |
| 30D | +30.7% | -11.0% | +41.7% | +31.1% |
| 3M | +4.2% | -14.7% | +18.9% | +4.7% |
| 6M | +22.1% | +14.9% | +7.2% | +21.3% |
| YTD | +14.1% | +116.3% | -102.2% | +9.9% |
| 1Y | +10.3% | +167.6% | -157.3% | +5.3% |
| 3Y | -7.8% | +776.8% | -784.6% | -17.0% |
| All | -22.6% | +425.4% | -448.1% | -35.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling