-24.7%
CLX vs VMC
-13.8%
-10.9%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -1.0% |
| 7D | -5.9% | -3.7% | -2.2% | -4.8% |
| 30D | -17.0% | -12.8% | -4.3% | -13.9% |
| 3M | -9.6% | -7.9% | -1.7% | -7.1% |
| 6M | -21.5% | -7.5% | -14.0% | -19.4% |
| YTD | -8.8% | -11.6% | +2.8% | -5.1% |
| 1Y | -24.7% | -14.3% | -10.4% | -21.5% |
| All | -24.7% | -13.8% | -10.9% | -21.5% |
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