+234.8%
RCL vs CLX
-34.6%
+269.4%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.2% | +0.1% |
| 7D | -5.1% | -9.2% | +4.1% | -3.4% |
| 30D | -19.0% | -11.0% | -8.0% | -17.3% |
| 3M | -9.6% | +5.0% | -14.6% | -10.4% |
| 6M | -6.7% | -18.8% | +12.1% | -4.0% |
| YTD | -3.9% | -4.4% | +0.5% | -3.6% |
| 1Y | -25.1% | -21.9% | -3.2% | -22.7% |
| 3Y | +179.1% | -32.8% | +211.9% | +192.0% |
| All | +234.8% | -34.6% | +269.4% | +238.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 CLX 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