-22.6%
CLX vs VIVK
-100.0%
+77.4%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -7.5% | +8.7% | +1.2% |
| 7D | +9.5% | -57.7% | +67.2% | +9.6% |
| 30D | +30.7% | -87.3% | +118.0% | +31.0% |
| 3M | +4.2% | -98.9% | +103.1% | +5.0% |
| 6M | +22.1% | -100.0% | +122.1% | +23.8% |
| YTD | +14.1% | -100.0% | +114.0% | +15.2% |
| 1Y | +10.3% | -100.0% | +110.3% | +12.2% |
| 3Y | -7.8% | -100.0% | +92.2% | -6.3% |
| All | -22.6% | -100.0% | +77.4% | -21.4% |
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