-33.0%
CLX vs VFC
-24.8%
-8.2%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.4% | -3.7% | -1.5% |
| 7D | -9.2% | -1.6% | -7.6% | -9.1% |
| 30D | -11.0% | -11.6% | +0.6% | -10.0% |
| 3M | +5.0% | -18.1% | +23.1% | +6.8% |
| 6M | -18.8% | -27.4% | +8.5% | -16.8% |
| YTD | -4.4% | -24.8% | +20.4% | -2.4% |
| 1Y | -21.9% | -8.2% | -13.6% | -21.6% |
| All | -33.0% | -24.8% | -8.2% | -37.1% |
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