-36.8%
CLX vs VIVK
-100.0%
+63.2%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -6.3% | +4.2% | -2.1% |
| 7D | -4.9% | -7.9% | +3.0% | -4.9% |
| 30D | -15.8% | -42.0% | +26.1% | -15.7% |
| 3M | -7.9% | -92.5% | +84.6% | -7.5% |
| 6M | -19.0% | -98.0% | +79.0% | -18.5% |
| YTD | -7.9% | -97.9% | +90.0% | -7.6% |
| 1Y | -25.4% | -100.0% | +74.6% | -24.3% |
| 3Y | -35.0% | -100.0% | +65.0% | -34.4% |
| 5Y | -36.8% | -100.0% | +63.2% | -35.9% |
| All | -36.8% | -100.0% | +63.2% | -35.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling