+8.6%
CLX vs VFC
+36.5%
-27.9%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.0% | +4.2% | +2.0% |
| 7D | +8.5% | -1.4% | +10.0% | +8.9% |
| 30D | +30.0% | +24.6% | +5.3% | +23.5% |
| 3M | +3.8% | +38.4% | -34.6% | -3.9% |
| 6M | +24.6% | +15.3% | +9.3% | +18.9% |
| YTD | +12.8% | +12.7% | 0.0% | +5.5% |
| 1Y | +8.6% | +32.7% | -24.1% | -3.6% |
| All | +8.6% | +36.5% | -27.9% | -3.6% |
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