-34.8%
CLX vs VSXY
+353.1%
-388.0%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.5% | +1.3% | -2.0% |
| 7D | -4.9% | -10.7% | +5.8% | -4.5% |
| 30D | -15.8% | -24.3% | +8.4% | -14.7% |
| 3M | -7.9% | +1.0% | -8.9% | -8.1% |
| 6M | -19.0% | +57.4% | -76.4% | -21.1% |
| YTD | -7.9% | +39.8% | -47.7% | -10.1% |
| 1Y | -25.4% | +196.5% | -221.8% | -29.9% |
| All | -34.8% | +353.1% | -388.0% | -45.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling