-35.7%
CLX vs VFC
-78.3%
+42.6%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.9% | +0.3% | -1.4% |
| 7D | -3.5% | +0.8% | -4.4% | -3.6% |
| 30D | -11.9% | -11.9% | +0.1% | -10.7% |
| 3M | -2.6% | -20.2% | +17.5% | -0.5% |
| 6M | -18.2% | -23.0% | +4.8% | -16.2% |
| YTD | -5.9% | -26.2% | +20.3% | -3.4% |
| 1Y | -23.8% | -13.3% | -10.5% | -23.3% |
| 3Y | -33.6% | -25.5% | -8.1% | -35.7% |
| 5Y | -35.7% | -78.1% | +42.4% | -26.5% |
| All | -35.7% | -78.3% | +42.6% | -26.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling