-23.7%
CLX vs VFC
-13.3%
-10.4%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.9% | +0.3% | -1.2% |
| 7D | -3.5% | +0.8% | -4.4% | -3.7% |
| 30D | -11.9% | -11.9% | +0.1% | -9.9% |
| 3M | -2.6% | -20.2% | +17.5% | +0.7% |
| 6M | -18.2% | -23.0% | +4.8% | -15.2% |
| YTD | -5.9% | -26.2% | +20.3% | -2.6% |
| All | -23.7% | -13.3% | -10.4% | -22.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling