+228.8%
CLX vs VNQ
+392.1%
-163.3%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.5% | -1.5% |
| 7D | -3.5% | -0.4% | -3.2% | -3.5% |
| 30D | -11.9% | -2.5% | -9.3% | -11.3% |
| 3M | -2.6% | +1.4% | -4.0% | -2.9% |
| 6M | -18.2% | +4.6% | -22.7% | -19.0% |
| YTD | -5.9% | +10.5% | -16.4% | -8.1% |
| 1Y | -23.8% | +8.4% | -32.2% | -25.3% |
| 3Y | -33.6% | +32.4% | -66.0% | -38.1% |
| 5Y | -35.7% | +5.5% | -41.1% | -37.1% |
| 10Y | -2.5% | +59.1% | -61.6% | -15.4% |
| All | +228.8% | +392.1% | -163.3% | +106.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling