+320.0%
CLX vs VO
+822.3%
-502.4%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +2.7% | +2.8% | +4.6% |
| 7D | +17.4% | -0.1% | +17.5% | +17.5% |
| 30D | +27.8% | +0.5% | +27.3% | +27.5% |
| 3M | +3.0% | -1.0% | +4.0% | +3.4% |
| 6M | +17.5% | +6.4% | +11.1% | +14.9% |
| YTD | +10.0% | +13.6% | -3.6% | +5.1% |
| 1Y | +3.3% | +14.5% | -11.2% | -1.6% |
| 3Y | -10.1% | +67.2% | -77.4% | -25.6% |
| 5Y | -23.7% | +36.1% | -59.8% | -32.9% |
| 10Y | +24.9% | +199.3% | -174.5% | -21.3% |
| All | +320.0% | +822.3% | -502.4% | +64.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling