+73.9%
RIG vs CLX
-25.9%
+99.8%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.1% | -0.6% | -1.8% |
| 7D | -3.1% | -5.7% | +2.6% | -3.6% |
| 30D | -0.5% | -17.0% | +16.5% | -2.1% |
| 3M | -6.0% | -9.7% | +3.7% | -6.2% |
| 6M | -10.1% | -19.8% | +9.7% | -7.0% |
| YTD | +37.3% | -9.8% | +47.1% | +45.0% |
| 1Y | +73.9% | -26.2% | +100.1% | +85.9% |
| All | +73.9% | -25.9% | +99.8% | +85.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling