+31.8%
CLX vs VSH
+115.4%
-83.6%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -4.2% | +5.4% | +1.3% |
| 7D | +9.5% | +14.3% | -4.8% | +9.1% |
| 30D | +30.7% | -7.9% | +38.5% | +30.7% |
| 3M | +4.2% | -19.9% | +24.1% | +4.5% |
| 6M | +22.1% | -30.5% | +52.6% | +21.8% |
| YTD | +14.1% | +85.7% | -71.6% | +8.9% |
| 1Y | +10.3% | +98.9% | -88.6% | +4.9% |
| 3Y | -7.8% | +32.1% | -39.9% | -11.8% |
| 5Y | -20.8% | +39.7% | -60.5% | -24.6% |
| All | +31.8% | +115.4% | -83.6% | +20.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 VSH 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