-1.4%
CLX vs VSH
+172.7%
-174.1%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.7% | -2.9% | -2.2% |
| 7D | -4.9% | +3.5% | -8.5% | -5.0% |
| 30D | -15.8% | -4.4% | -11.4% | -15.7% |
| 3M | -7.9% | -45.8% | +37.9% | -6.4% |
| 6M | -19.0% | +90.1% | -109.2% | -22.4% |
| YTD | -7.9% | +120.3% | -128.3% | -12.3% |
| 1Y | -25.4% | +112.2% | -137.6% | -28.9% |
| 3Y | -35.0% | +36.6% | -71.6% | -37.6% |
| 5Y | -36.8% | +67.0% | -103.8% | -39.9% |
| 10Y | -1.4% | +179.5% | -180.9% | -14.5% |
| All | -1.4% | +172.7% | -174.1% | -14.5% |
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