-35.2%
CLX vs ROIV
+298.6%
-333.8%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.6% | -1.4% | +0.2% |
| 7D | +7.8% | +9.5% | -1.7% | +7.5% |
| 30D | +28.5% | +21.0% | +7.5% | +27.8% |
| 3M | +1.3% | +18.7% | -17.4% | +0.7% |
| 6M | +23.4% | +44.5% | -21.1% | +21.8% |
| YTD | +11.4% | +92.9% | -81.5% | +8.8% |
| 1Y | +6.9% | +100.2% | -93.3% | +4.3% |
| 3Y | -9.8% | +375.0% | -384.8% | -14.3% |
| 5Y | -22.7% | +435.2% | -457.8% | -29.2% |
| All | -35.2% | +298.6% | -333.8% | -40.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 10y: compounded portfolio wealth divided by compounded ROIV 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…
10y analysis · Full analysis span regression · 6 months rolling