-13.7%
CLX vs VLTO
+54.8%
-68.6%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | +0.1% |
| 7D | +13.6% | +5.4% | +8.2% | +11.8% |
| 30D | +23.4% | +22.3% | +1.0% | +15.9% |
| 3M | -2.8% | +19.6% | -22.5% | -8.1% |
| 6M | +14.0% | +35.2% | -21.2% | +4.2% |
| YTD | +4.2% | +17.9% | -13.7% | -1.7% |
| 1Y | -1.2% | +19.5% | -20.7% | -7.2% |
| 3Y | -12.7% | +73.9% | -86.6% | -27.5% |
| All | -13.7% | +54.8% | -68.6% | -25.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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