-22.6%
CLX vs RVTY
-15.1%
-7.5%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.7% | +2.8% | +1.4% |
| 7D | +9.5% | -0.5% | +10.0% | +9.6% |
| 30D | +30.7% | +1.5% | +29.2% | +30.2% |
| 3M | +4.2% | +31.5% | -27.2% | -0.5% |
| 6M | +22.1% | +62.7% | -40.6% | +12.3% |
| YTD | +14.1% | +60.0% | -45.9% | +4.5% |
| 1Y | +10.3% | +65.7% | -55.4% | +0.4% |
| 3Y | -7.8% | +85.2% | -93.0% | -20.1% |
| All | -22.6% | -15.1% | -7.5% | -23.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling