-4.4%
CLX vs VTRS
-48.4%
+44.0%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.8% | -1.9% | -1.2% |
| 7D | -5.7% | -2.2% | -3.5% | -5.5% |
| 30D | -17.0% | +3.3% | -20.3% | -17.3% |
| 3M | -9.7% | +2.0% | -11.7% | -9.9% |
| 6M | -19.8% | +19.9% | -39.8% | -21.1% |
| YTD | -9.8% | +35.7% | -45.6% | -12.2% |
| 1Y | -26.2% | +68.1% | -94.3% | -29.3% |
| 3Y | -36.2% | +87.1% | -123.3% | -39.8% |
| 5Y | -38.3% | +47.6% | -86.0% | -41.6% |
| All | -4.4% | -48.4% | +44.0% | -7.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VTRS.
Daily Out/Under-Performance
Portfolio return minus VTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTRS 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 VTRS 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