+2.0%
RDW vs CLX
-45.0%
+47.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.1% | -1.2% | -2.3% |
| 7D | +0.9% | -5.7% | +6.5% | +0.7% |
| 30D | -21.3% | -17.0% | -4.3% | -21.6% |
| 3M | -37.9% | -9.7% | -28.2% | -37.9% |
| 6M | +12.3% | -19.8% | +32.1% | +12.2% |
| YTD | +39.7% | -9.8% | +49.6% | +39.8% |
| 1Y | +25.7% | -26.2% | +51.9% | +25.2% |
| 3Y | +230.8% | -36.2% | +267.0% | +226.6% |
| 5Y | -8.8% | -38.3% | +29.6% | -9.7% |
| All | +2.0% | -45.0% | +47.1% | +0.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling