+2,336.0%
CLX vs VSH
+1,674.8%
+661.2%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +4.4% | -5.7% | -1.6% |
| 7D | -9.2% | +4.1% | -13.3% | -9.5% |
| 30D | -11.0% | -4.2% | -6.9% | -10.9% |
| 3M | +5.0% | -50.0% | +55.0% | +9.3% |
| 6M | -18.8% | +80.2% | -99.0% | -23.5% |
| YTD | -4.4% | +121.1% | -125.5% | -11.3% |
| 1Y | -21.9% | +112.0% | -133.8% | -27.5% |
| 3Y | -32.8% | +22.5% | -55.3% | -36.0% |
| 5Y | -34.6% | +64.0% | -98.6% | -39.4% |
| 10Y | -4.7% | +170.4% | -175.1% | -17.7% |
| All | +2,336.0% | +1,674.8% | +661.2% | +1,404.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling