-1.4%
CLX vs VIG
+241.3%
-242.8%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.6% | -1.9% |
| 7D | -4.9% | -1.2% | -3.8% | -4.4% |
| 30D | -15.8% | -2.8% | -13.0% | -14.7% |
| 3M | -7.9% | +2.5% | -10.4% | -8.9% |
| 6M | -19.0% | +8.1% | -27.1% | -21.9% |
| YTD | -7.9% | +9.6% | -17.5% | -11.7% |
| 1Y | -25.4% | +14.2% | -39.5% | -29.8% |
| 3Y | -35.0% | +56.1% | -91.1% | -47.1% |
| 5Y | -36.8% | +62.8% | -99.6% | -49.9% |
| 10Y | -1.4% | +248.2% | -249.6% | -52.0% |
| All | -1.4% | +241.3% | -242.8% | -52.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 10y: compounded portfolio wealth divided by compounded VIG 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…
10y analysis · Full analysis span regression · 6 months rolling