+207.8%
CLX vs VIG
+650.0%
-442.2%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.8% | +0.9% |
| 7D | +13.6% | +1.0% | +12.7% | +13.1% |
| 30D | +29.1% | +4.5% | +24.5% | +26.1% |
| 3M | +1.6% | +2.1% | -0.5% | +0.6% |
| 6M | +18.7% | +10.5% | +8.2% | +12.7% |
| YTD | +11.1% | +15.1% | -4.0% | +3.2% |
| 1Y | +7.0% | +16.9% | -9.9% | -1.4% |
| 3Y | -10.0% | +65.6% | -75.6% | -31.5% |
| 5Y | -22.6% | +64.4% | -87.0% | -41.2% |
| 10Y | +29.3% | +260.6% | -231.3% | -39.1% |
| All | +207.8% | +650.0% | -442.2% | -10.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling