+162.6%
CLX vs VRSK
+593.4%
-430.8%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.4% | -3.6% | -2.5% |
| 7D | -4.9% | -5.4% | +0.5% | -3.8% |
| 30D | -15.8% | -1.8% | -14.1% | -15.6% |
| 3M | -7.9% | -2.2% | -5.7% | -7.7% |
| 6M | -19.0% | -14.9% | -4.1% | -16.6% |
| YTD | -7.9% | -20.0% | +12.1% | -4.0% |
| 1Y | -25.4% | -33.1% | +7.8% | -18.9% |
| 3Y | -35.0% | -25.6% | -9.4% | -31.5% |
| 5Y | -36.8% | -10.1% | -26.6% | -37.0% |
| 10Y | -1.4% | +128.4% | -129.9% | -19.0% |
| All | +162.6% | +593.4% | -430.8% | +89.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling