-37.6%
CLX vs VSXY
+37.4%
-75.0%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.6% | -3.9% | -1.4% |
| 7D | -9.2% | -14.0% | +4.8% | -8.7% |
| 30D | -11.0% | -15.9% | +4.9% | -10.5% |
| 3M | +5.0% | +3.4% | +1.6% | +4.9% |
| 6M | -18.8% | +25.9% | -44.7% | -19.9% |
| YTD | -4.4% | +39.5% | -43.9% | -6.1% |
| 1Y | -21.9% | +194.4% | -216.2% | -25.3% |
| 3Y | -32.8% | +281.4% | -314.2% | -37.4% |
| 5Y | -34.6% | +12.8% | -47.3% | -41.5% |
| All | -37.6% | +37.4% | -75.0% | -38.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling