-35.7%
CLX vs VSH
+65.5%
-101.2%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.5% | -1.5% |
| 7D | -3.5% | +6.2% | -9.8% | -3.7% |
| 30D | -11.9% | -11.1% | -0.7% | -11.6% |
| 3M | -2.6% | -44.9% | +42.3% | -0.6% |
| 6M | -18.2% | +90.0% | -108.1% | -23.5% |
| YTD | -5.9% | +118.8% | -124.7% | -12.9% |
| 1Y | -23.8% | +109.0% | -132.8% | -29.5% |
| 3Y | -33.6% | +35.6% | -69.2% | -37.0% |
| 5Y | -35.7% | +66.7% | -102.4% | -42.0% |
| All | -35.7% | +65.5% | -101.2% | -42.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling