-13.9%
CLX vs VLTO
+54.1%
-68.1%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.7% |
| 7D | +12.4% | +12.0% | +0.4% | +8.5% |
| 30D | +21.1% | +20.8% | +0.3% | +14.2% |
| 3M | -3.3% | +20.1% | -23.4% | -8.7% |
| 6M | +18.8% | +32.6% | -13.8% | +9.2% |
| YTD | +3.9% | +17.3% | -13.4% | -1.9% |
| 1Y | -3.8% | +17.3% | -21.1% | -9.2% |
| 3Y | -10.5% | +66.9% | -77.4% | -24.5% |
| All | -13.9% | +54.1% | -68.1% | -26.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling