-12.7%
CLX vs VFC
+39.5%
-52.2%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.1% | +0.2% |
| 7D | +13.6% | +11.2% | +2.4% | +12.5% |
| 30D | +23.4% | +41.5% | -18.2% | +19.5% |
| 3M | -2.8% | +38.9% | -41.8% | -5.8% |
| 6M | +14.0% | +6.1% | +7.8% | +12.7% |
| YTD | +4.2% | +14.5% | -10.4% | +2.2% |
| 1Y | -1.2% | +46.0% | -47.1% | -4.6% |
| 3Y | -12.7% | +36.4% | -49.1% | -19.0% |
| All | -12.7% | +39.5% | -52.2% | -19.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling