-35.7%
CLX vs VIG
+63.6%
-99.3%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.8% | -1.1% |
| 7D | -3.5% | -0.4% | -3.1% | -3.3% |
| 30D | -11.9% | -2.1% | -9.8% | -10.8% |
| 3M | -2.6% | +3.3% | -6.0% | -4.3% |
| 6M | -18.2% | +9.3% | -27.4% | -22.1% |
| YTD | -5.9% | +10.1% | -16.0% | -10.9% |
| 1Y | -23.8% | +14.7% | -38.6% | -29.5% |
| 3Y | -33.6% | +56.9% | -90.5% | -49.1% |
| 5Y | -35.7% | +62.9% | -98.6% | -53.6% |
| All | -35.7% | +63.6% | -99.3% | -53.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling