+18.8%
CLX vs VT
+214.8%
-196.0%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.1% | +4.6% | +1.7% |
| 7D | +12.4% | -4.2% | +16.6% | +13.8% |
| 30D | +21.1% | -5.8% | +26.9% | +23.1% |
| 3M | -3.3% | -5.2% | +1.9% | -1.9% |
| 6M | +18.8% | +0.1% | +18.7% | +18.6% |
| YTD | +3.9% | +8.2% | -4.3% | +1.5% |
| 1Y | -3.8% | +10.1% | -13.9% | -6.5% |
| 3Y | -10.5% | +69.7% | -80.2% | -23.4% |
| 5Y | -26.7% | +53.4% | -80.1% | -36.3% |
| All | +18.8% | +214.8% | -196.0% | -25.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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