-21.9%
CLX vs VYM
+21.4%
-43.3%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -1.0% |
| 7D | -9.2% | 0.0% | -9.2% | -9.2% |
| 30D | -11.0% | -0.5% | -10.5% | -10.7% |
| 3M | +5.0% | +3.0% | +2.0% | +3.1% |
| 6M | -18.8% | +8.2% | -27.0% | -23.4% |
| YTD | -4.4% | +15.8% | -20.2% | -13.0% |
| 1Y | -21.9% | +20.8% | -42.7% | -30.8% |
| All | -21.9% | +21.4% | -43.3% | -30.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 1y: compounded portfolio wealth divided by compounded VYM 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…
1y analysis · Full analysis span regression · 6 months rolling