-21.9%
CLX vs VIVK
-100.0%
+78.1%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -12.3% | +11.0% | -1.3% |
| 7D | -9.2% | -1.4% | -7.9% | -9.2% |
| 30D | -11.0% | -43.6% | +32.6% | -11.1% |
| 3M | +5.0% | -95.1% | +100.2% | +5.2% |
| 6M | -18.8% | -98.2% | +79.4% | -18.6% |
| YTD | -4.4% | -97.9% | +93.5% | -4.8% |
| 1Y | -21.9% | -100.0% | +78.1% | -21.6% |
| All | -21.9% | -100.0% | +78.1% | -21.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VIVK.
Daily Out/Under-Performance
Portfolio return minus VIVK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIVK 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 1y: compounded portfolio wealth divided by compounded VIVK 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…
1y analysis · Full analysis span regression · 6 months rolling