-5.5%
CLX vs VLTO
+56.4%
-61.9%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.6% | +0.5% | +1.0% |
| 7D | +9.5% | +1.0% | +8.5% | +9.2% |
| 30D | +30.7% | +17.5% | +13.2% | +24.3% |
| 3M | +4.2% | +21.4% | -17.2% | -1.9% |
| 6M | +22.1% | +38.1% | -16.0% | +11.0% |
| YTD | +14.1% | +19.0% | -4.9% | +7.3% |
| 1Y | +10.3% | +20.7% | -10.3% | +3.3% |
| 3Y | -7.8% | +64.3% | -72.1% | -21.4% |
| All | -5.5% | +56.4% | -61.9% | -19.1% |
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