-21.9%
CLX vs VMC
-8.5%
-13.3%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.9% | -2.2% | -1.6% |
| 7D | -9.2% | -4.3% | -4.9% | -8.1% |
| 30D | -11.0% | -8.2% | -2.8% | -9.0% |
| 3M | +5.0% | -7.0% | +12.1% | +7.1% |
| 6M | -18.8% | -10.8% | -8.1% | -17.0% |
| YTD | -4.4% | -7.4% | +3.0% | -1.8% |
| 1Y | -21.9% | -9.5% | -12.4% | -19.8% |
| All | -21.9% | -8.5% | -13.3% | -19.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 1y: compounded portfolio wealth divided by compounded VMC 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…
1y analysis · Full analysis span regression · 6 months rolling