+17.8%
RDW vs CLX
-19.5%
+37.3%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.9% | +2.5% | +1.5% |
| 7D | +4.8% | -5.9% | +10.7% | +4.0% |
| 30D | -19.5% | -17.0% | -2.5% | -21.6% |
| 3M | -26.9% | -9.6% | -17.3% | -27.1% |
| 6M | +17.8% | -21.5% | +39.3% | +20.9% |
| All | +17.8% | -19.5% | +37.3% | +20.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling