+24.9%
CLX vs RVTY
+217.6%
-192.8%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +3.6% | +2.0% | +5.1% |
| 7D | +17.4% | +6.0% | +11.4% | +16.4% |
| 30D | +27.8% | +4.3% | +23.5% | +26.9% |
| 3M | +3.0% | +40.2% | -37.2% | -1.9% |
| 6M | +17.5% | +59.3% | -41.8% | +9.7% |
| YTD | +10.0% | +66.5% | -56.5% | +1.6% |
| 1Y | +3.3% | +77.5% | -74.2% | -5.5% |
| 3Y | -10.1% | +92.5% | -102.6% | -20.0% |
| 5Y | -23.7% | -6.8% | -16.9% | -26.1% |
| 10Y | +24.9% | +225.4% | -200.5% | +9.2% |
| All | +24.9% | +217.6% | -192.8% | +9.2% |
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