-35.3%
CLX vs ROIV
+292.3%
-327.6%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.3% | -0.3% | +1.0% |
| 7D | +13.6% | +14.3% | -0.6% | +13.2% |
| 30D | +29.1% | +16.2% | +12.8% | +28.4% |
| 3M | +1.6% | +15.1% | -13.5% | +1.1% |
| 6M | +18.7% | +44.2% | -25.5% | +17.2% |
| YTD | +11.1% | +89.8% | -78.7% | +8.6% |
| 1Y | +7.0% | +94.6% | -87.6% | +4.5% |
| 3Y | -10.0% | +367.5% | -377.5% | -14.5% |
| 5Y | -22.6% | +421.4% | -444.0% | -29.1% |
| All | -35.3% | +292.3% | -327.6% | -40.6% |
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