-5.6%
CLX vs RVTY
+74.0%
-79.6%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -2.5% | +8.2% | +6.0% |
| 7D | +14.2% | -3.6% | +17.8% | +14.4% |
| 30D | +22.7% | +1.4% | +21.3% | +22.3% |
| 3M | -2.8% | +43.2% | -46.0% | -6.9% |
| 6M | +17.7% | +84.5% | -66.8% | +7.6% |
| YTD | +3.3% | +65.2% | -61.9% | -6.4% |
| 1Y | -5.6% | +74.3% | -79.9% | -17.7% |
| All | -5.6% | +74.0% | -79.6% | -17.7% |
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