+2,554.6%
CLX vs RVTY
+2,899.0%
-344.4%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.8% | -2.6% | 0.0% |
| 7D | +13.6% | -1.2% | +14.8% | +13.7% |
| 30D | +23.4% | +1.0% | +22.3% | +23.1% |
| 3M | -2.8% | +35.8% | -38.7% | -6.2% |
| 6M | +14.0% | +56.7% | -42.7% | +8.2% |
| YTD | +4.2% | +60.7% | -56.5% | -1.7% |
| 1Y | -1.2% | +73.7% | -74.9% | -7.5% |
| 3Y | -12.7% | +82.8% | -95.4% | -19.6% |
| 5Y | -26.5% | -7.0% | -19.5% | -28.0% |
| 10Y | +20.2% | +212.3% | -192.1% | +2.7% |
| All | +2,554.6% | +2,899.0% | -344.4% | +1,494.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling