-35.7%
CLX vs RVTY
-32.1%
-3.6%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.4% | +0.8% | -1.2% |
| 7D | -3.5% | +0.4% | -3.9% | -3.6% |
| 30D | -11.9% | +10.8% | -22.7% | -13.3% |
| 3M | -2.6% | +26.8% | -29.4% | -6.5% |
| 6M | -18.2% | +39.3% | -57.5% | -22.9% |
| YTD | -5.9% | +31.6% | -37.5% | -10.9% |
| 1Y | -23.8% | +47.7% | -71.5% | -29.4% |
| 3Y | -33.6% | +19.9% | -53.5% | -37.8% |
| 5Y | -35.7% | -32.3% | -3.3% | -35.6% |
| All | -35.7% | -32.1% | -3.6% | -35.6% |
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 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