-31.4%
CLX vs VIK
+225.1%
-256.4%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.2% | -2.3% | -1.2% |
| 7D | -5.7% | -0.9% | -4.8% | -5.6% |
| 30D | -17.0% | -18.4% | +1.4% | -16.1% |
| 3M | -9.7% | -8.8% | -0.9% | -9.3% |
| 6M | -19.8% | +17.1% | -37.0% | -20.6% |
| YTD | -9.8% | +19.0% | -28.9% | -10.7% |
| 1Y | -26.2% | +30.1% | -56.3% | -27.1% |
| All | -31.4% | +225.1% | -256.4% | -32.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VIK.
Daily Out/Under-Performance
Portfolio return minus VIK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIK 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 VIK 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