-19.0%
CLX vs VNQ
+4.4%
-23.5%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.0% | -1.1% | -1.2% |
| 7D | -4.9% | -0.9% | -4.1% | -4.1% |
| 30D | -15.8% | -2.2% | -13.6% | -14.0% |
| 3M | -7.9% | -1.9% | -6.0% | -6.2% |
| 6M | -19.0% | +3.2% | -22.3% | -21.5% |
| All | -19.0% | +4.4% | -23.5% | -21.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling