-4.4%
CLX vs VIVK
-100.0%
+95.6%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -7.4% | +6.3% | -1.1% |
| 7D | -5.7% | -4.4% | -1.3% | -5.7% |
| 30D | -17.0% | -40.8% | +23.8% | -16.9% |
| 3M | -9.7% | -94.1% | +84.5% | -9.1% |
| 6M | -19.8% | -98.2% | +78.4% | -19.2% |
| YTD | -9.8% | -98.0% | +88.2% | -9.4% |
| 1Y | -26.2% | -100.0% | +73.8% | -25.0% |
| 3Y | -36.2% | -100.0% | +63.8% | -35.4% |
| 5Y | -38.3% | -100.0% | +61.7% | -37.5% |
| All | -4.4% | -100.0% | +95.6% | -6.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling