+24.9%
CLX vs VT
+223.7%
-198.8%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +2.6% | +3.0% | +4.8% |
| 7D | +17.4% | +0.4% | +17.0% | +17.3% |
| 30D | +27.8% | -2.6% | +30.4% | +28.7% |
| 3M | +3.0% | -3.2% | +6.2% | +4.0% |
| 6M | +17.5% | +0.9% | +16.6% | +17.1% |
| YTD | +10.0% | +11.3% | -1.3% | +6.6% |
| 1Y | +3.3% | +14.0% | -10.7% | -0.6% |
| 3Y | -10.1% | +75.8% | -86.0% | -23.8% |
| 5Y | -23.7% | +57.8% | -81.6% | -34.3% |
| 10Y | +24.9% | +219.8% | -194.9% | -22.0% |
| All | +24.9% | +223.7% | -198.8% | -22.0% |
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