+0.3%
CLX vs RVTY
+70.4%
-70.1%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.8% | -2.6% | 0.0% |
| 7D | +13.6% | -1.2% | +14.8% | +13.5% |
| 30D | +23.4% | +1.0% | +22.3% | +23.0% |
| 3M | -2.8% | +35.8% | -38.7% | -6.4% |
| 6M | +14.0% | +56.7% | -42.7% | +7.1% |
| YTD | +4.2% | +60.7% | -56.5% | -5.3% |
| All | +0.3% | +70.4% | -70.1% | -11.9% |
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