-1.4%
CLX vs RVTY
+134.6%
-136.0%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.5% | +0.4% | -1.8% |
| 7D | -4.9% | -5.4% | +0.5% | -4.2% |
| 30D | -15.8% | +6.7% | -22.6% | -16.6% |
| 3M | -7.9% | +19.0% | -26.9% | -10.3% |
| 6M | -19.0% | +34.6% | -53.7% | -22.7% |
| YTD | -7.9% | +28.3% | -36.2% | -11.7% |
| 1Y | -25.4% | +46.0% | -71.4% | -29.9% |
| 3Y | -35.0% | +16.9% | -51.9% | -38.1% |
| 5Y | -36.8% | -32.9% | -3.8% | -36.0% |
| 10Y | -1.4% | +141.6% | -143.1% | -12.6% |
| All | -1.4% | +134.6% | -136.0% | -12.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling