+2,245.9%
CLX vs VTRS
+552.8%
+1,693.2%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.5% | -2.1% |
| 7D | -4.9% | -3.5% | -1.5% | -4.6% |
| 30D | -15.8% | +2.1% | -17.9% | -16.0% |
| 3M | -7.9% | +2.6% | -10.5% | -8.2% |
| 6M | -19.0% | +17.8% | -36.8% | -20.3% |
| YTD | -7.9% | +35.7% | -43.6% | -10.4% |
| 1Y | -25.4% | +63.5% | -88.9% | -28.6% |
| 3Y | -35.0% | +85.1% | -120.1% | -38.9% |
| 5Y | -36.8% | +42.5% | -79.3% | -39.8% |
| 10Y | -1.4% | -48.2% | +46.8% | -1.5% |
| All | +2,245.9% | +552.8% | +1,693.2% | +1,581.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling