-4.4%
CLX vs VNQ
+64.0%
-68.4%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.7% | -1.9% | -1.4% |
| 7D | -5.7% | -1.3% | -4.4% | -5.3% |
| 30D | -17.0% | -2.6% | -14.4% | -16.3% |
| 3M | -9.7% | -2.0% | -7.7% | -9.0% |
| 6M | -19.8% | +4.3% | -24.2% | -20.8% |
| YTD | -9.8% | +9.2% | -19.1% | -12.2% |
| 1Y | -26.2% | +5.6% | -31.8% | -27.4% |
| 3Y | -36.2% | +30.8% | -67.0% | -41.4% |
| 5Y | -38.3% | +8.0% | -46.3% | -40.8% |
| All | -4.4% | +64.0% | -68.4% | -25.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VNQ.
Daily Out/Under-Performance
Portfolio return minus VNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VNQ 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 VNQ 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