-4.4%
CLX vs VRSK
+126.1%
-130.4%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.3% | -1.2% |
| 7D | -5.7% | -5.2% | -0.5% | -4.4% |
| 30D | -17.0% | -2.3% | -14.7% | -16.6% |
| 3M | -9.7% | -2.9% | -6.8% | -9.3% |
| 6M | -19.8% | -12.8% | -7.0% | -17.4% |
| YTD | -9.8% | -20.8% | +11.0% | -4.9% |
| 1Y | -26.2% | -33.2% | +7.0% | -18.2% |
| 3Y | -36.2% | -26.6% | -9.6% | -31.9% |
| 5Y | -38.3% | -11.3% | -27.0% | -38.9% |
| All | -4.4% | +126.1% | -130.4% | -27.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSK.
Daily Out/Under-Performance
Portfolio return minus VRSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSK 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 VRSK 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