-21.9%
CLX vs RVTY
+57.1%
-78.9%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.3% | -1.0% | -1.3% |
| 7D | -9.2% | +1.1% | -10.3% | -9.4% |
| 30D | -11.0% | +13.2% | -24.3% | -12.4% |
| 3M | +5.0% | +27.2% | -22.2% | +1.6% |
| 6M | -18.8% | +32.4% | -51.2% | -22.5% |
| YTD | -4.4% | +34.9% | -39.3% | -9.6% |
| 1Y | -21.9% | +52.4% | -74.2% | -27.6% |
| All | -21.9% | +57.1% | -78.9% | -27.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 1y: compounded portfolio wealth divided by compounded RVTY 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…
1y analysis · Full analysis span regression · 6 months rolling