-10.1%
CLX vs VLTO
+73.3%
-83.4%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +0.8% | +4.7% | +5.3% |
| 7D | +17.4% | +2.0% | +15.3% | +16.7% |
| 30D | +27.8% | +21.8% | +6.0% | +20.5% |
| 3M | +3.0% | +20.2% | -17.2% | -2.5% |
| 6M | +17.5% | +36.3% | -18.8% | +7.7% |
| YTD | +10.0% | +18.8% | -8.9% | +3.6% |
| 1Y | +3.3% | +20.4% | -17.1% | -3.1% |
| 3Y | -10.1% | +71.9% | -82.0% | -18.0% |
| All | -10.1% | +73.3% | -83.4% | -18.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling