-39.4%
CLX vs ROIV
+270.3%
-309.7%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +6.2% | -5.9% | +0.1% |
| 7D | +13.6% | +5.3% | +8.3% | +13.4% |
| 30D | +23.4% | +11.9% | +11.5% | +22.9% |
| 3M | -2.8% | +10.7% | -13.6% | -3.2% |
| 6M | +14.0% | +34.9% | -20.9% | +12.7% |
| YTD | +4.2% | +79.2% | -75.0% | +2.0% |
| 1Y | -1.2% | +89.0% | -90.2% | -3.4% |
| 3Y | -12.7% | +337.3% | -350.0% | -16.9% |
| 5Y | -26.5% | +402.3% | -428.8% | -32.5% |
| All | -39.4% | +270.3% | -309.7% | -44.2% |
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