+164.9%
CLX vs VIG
+623.5%
-458.7%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -1.1% |
| 7D | -9.2% | -0.4% | -8.8% | -9.0% |
| 30D | -11.0% | -1.0% | -10.1% | -10.6% |
| 3M | +5.0% | +2.8% | +2.3% | +3.6% |
| 6M | -18.8% | +8.2% | -27.0% | -22.1% |
| YTD | -4.4% | +11.0% | -15.4% | -9.6% |
| 1Y | -21.9% | +16.1% | -38.0% | -27.9% |
| 3Y | -32.8% | +56.2% | -88.9% | -47.2% |
| 5Y | -34.6% | +63.0% | -97.5% | -50.1% |
| 10Y | -4.7% | +241.4% | -246.1% | -53.8% |
| All | +164.9% | +623.5% | -458.7% | -21.1% |
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