-1.4%
CLX vs VMC
+146.8%
-148.2%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.3% | +1.1% | -1.8% |
| 7D | -4.9% | -5.3% | +0.4% | -4.4% |
| 30D | -15.8% | -12.3% | -3.6% | -14.7% |
| 3M | -7.9% | -10.3% | +2.3% | -6.9% |
| 6M | -19.0% | -8.6% | -10.5% | -18.3% |
| YTD | -7.9% | -11.9% | +3.9% | -6.8% |
| 1Y | -25.4% | -13.9% | -11.5% | -24.4% |
| 3Y | -35.0% | +18.2% | -53.2% | -36.2% |
| 5Y | -36.8% | +47.7% | -84.5% | -39.3% |
| 10Y | -1.4% | +152.5% | -153.9% | -12.7% |
| All | -1.4% | +146.8% | -148.2% | -12.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling