+56.8%
RGTI vs CLX
-38.5%
+95.3%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.1% | +1.9% | +0.8% |
| 7D | +0.5% | -5.7% | +6.2% | +0.6% |
| 30D | -17.1% | -17.0% | -0.1% | -16.6% |
| 3M | -26.0% | -9.7% | -16.3% | -25.7% |
| 6M | -9.9% | -19.8% | +10.0% | -8.8% |
| YTD | -31.1% | -9.8% | -21.2% | -30.7% |
| 1Y | -8.5% | -26.2% | +17.7% | -7.0% |
| 3Y | +652.2% | -36.2% | +688.4% | +637.0% |
| All | +56.8% | -38.5% | +95.3% | +48.0% |
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