-38.2%
CLX vs VRSK
-11.9%
-26.3%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.2% | -0.7% |
| 7D | -5.9% | -7.7% | +1.9% | -4.1% |
| 30D | -17.0% | -2.8% | -14.2% | -16.6% |
| 3M | -9.6% | -3.7% | -5.9% | -9.0% |
| 6M | -21.5% | -12.8% | -8.7% | -19.2% |
| YTD | -8.8% | -21.0% | +12.2% | -3.8% |
| 1Y | -24.7% | -32.5% | +7.8% | -16.8% |
| 3Y | -35.6% | -26.5% | -9.1% | -31.1% |
| All | -38.2% | -11.9% | -26.3% | -41.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling