+2,730.9%
CLX vs VSH
+1,399.9%
+1,331.0%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.4% | -0.4% | +0.9% |
| 7D | +13.6% | -1.6% | +15.2% | +13.6% |
| 30D | +29.1% | -21.3% | +50.4% | +30.7% |
| 3M | +1.6% | -18.9% | +20.5% | +2.4% |
| 6M | +18.7% | -21.4% | +40.1% | +18.5% |
| YTD | +11.1% | +86.8% | -75.8% | +3.7% |
| 1Y | +7.0% | +85.8% | -78.8% | -0.2% |
| 3Y | -10.0% | +30.1% | -40.1% | -15.2% |
| 5Y | -22.6% | +42.8% | -65.4% | -28.1% |
| 10Y | +29.3% | +121.2% | -91.9% | +12.8% |
| All | +2,730.9% | +1,399.9% | +1,331.0% | +1,659.2% |
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 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