-40.5%
CLX vs VSXY
+33.4%
-73.9%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.1% | +2.1% | -0.8% |
| 7D | -5.9% | -0.3% | -5.5% | -5.8% |
| 30D | -17.0% | -22.1% | +5.0% | -16.3% |
| 3M | -9.6% | -1.1% | -8.4% | -9.6% |
| 6M | -21.5% | +53.8% | -75.3% | -23.0% |
| YTD | -8.8% | +35.5% | -44.3% | -10.3% |
| 1Y | -24.7% | +186.0% | -210.7% | -27.9% |
| 3Y | -35.6% | +343.2% | -378.8% | -40.2% |
| 5Y | -37.6% | +19.0% | -56.6% | -43.5% |
| All | -40.5% | +33.4% | -73.9% | -41.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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