-1.4%
CLX vs VFC
-69.4%
+67.9%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.2% | 0.0% | -2.0% |
| 7D | -4.9% | -2.3% | -2.6% | -4.7% |
| 30D | -15.8% | -13.4% | -2.5% | -14.7% |
| 3M | -7.9% | -23.7% | +15.8% | -5.8% |
| 6M | -19.0% | -24.5% | +5.4% | -17.2% |
| YTD | -7.9% | -27.8% | +19.9% | -5.6% |
| 1Y | -25.4% | -13.5% | -11.9% | -24.8% |
| 3Y | -35.0% | -27.1% | -7.9% | -36.4% |
| 5Y | -36.8% | -79.0% | +42.3% | -32.7% |
| 10Y | -1.4% | -68.7% | +67.3% | -2.3% |
| All | -1.4% | -69.4% | +67.9% | -2.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded VFC 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling