-23.7%
CLX vs VSH
+41.5%
-65.3%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +13.4% | -7.9% | +5.2% |
| 7D | +17.4% | +3.5% | +13.9% | +17.1% |
| 30D | +27.8% | -22.4% | +50.2% | +28.3% |
| 3M | +3.0% | -25.2% | +28.2% | +3.5% |
| 6M | +17.5% | -22.5% | +40.1% | +15.7% |
| YTD | +10.0% | +84.2% | -74.2% | +1.9% |
| 1Y | +3.3% | +87.1% | -83.8% | -4.5% |
| 3Y | -10.1% | +31.7% | -41.8% | -16.3% |
| 5Y | -23.7% | +42.6% | -66.3% | -29.2% |
| All | -23.7% | +41.5% | -65.3% | -29.2% |
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