-36.2%
CLX vs VTRS
+84.5%
-120.7%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.8% | -1.9% | -1.3% |
| 7D | -5.7% | -2.2% | -3.5% | -5.4% |
| 30D | -17.0% | +3.3% | -20.3% | -17.5% |
| 3M | -9.7% | +2.0% | -11.7% | -10.1% |
| 6M | -19.8% | +19.9% | -39.8% | -22.2% |
| YTD | -9.8% | +35.7% | -45.6% | -14.0% |
| 1Y | -26.2% | +68.1% | -94.3% | -31.5% |
| 3Y | -36.2% | +87.1% | -123.3% | -44.6% |
| All | -36.2% | +84.5% | -120.7% | -44.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling