+28.7%
CLX vs VO
+202.1%
-173.4%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.0% | -0.1% |
| 7D | +7.8% | +0.2% | +7.5% | +7.7% |
| 30D | +28.5% | +2.0% | +26.5% | +27.8% |
| 3M | +1.3% | -0.3% | +1.6% | +1.4% |
| 6M | +23.4% | +7.3% | +16.1% | +20.9% |
| YTD | +11.4% | +15.0% | -3.6% | +7.0% |
| 1Y | +6.9% | +14.7% | -7.8% | +2.7% |
| 3Y | -9.8% | +67.3% | -77.1% | -22.2% |
| 5Y | -22.7% | +38.8% | -61.5% | -31.0% |
| 10Y | +28.7% | +201.6% | -172.8% | -15.8% |
| All | +28.7% | +202.1% | -173.4% | -15.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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