-1.4%
CLX vs VO
+193.0%
-194.4%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.8% | -1.3% | -1.9% |
| 7D | -4.9% | -0.6% | -4.3% | -4.8% |
| 30D | -15.8% | -1.9% | -13.9% | -15.3% |
| 3M | -7.9% | +3.3% | -11.2% | -8.8% |
| 6M | -19.0% | +9.7% | -28.7% | -21.2% |
| YTD | -7.9% | +12.6% | -20.5% | -11.1% |
| 1Y | -25.4% | +13.6% | -39.0% | -28.1% |
| 3Y | -35.0% | +56.8% | -91.8% | -43.0% |
| 5Y | -36.8% | +42.3% | -79.0% | -43.9% |
| 10Y | -1.4% | +199.2% | -200.6% | -36.9% |
| All | -1.4% | +193.0% | -194.4% | -36.9% |
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