-4.4%
CLX vs VYM
+209.2%
-213.5%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.7% | -1.8% | -1.4% |
| 7D | -5.7% | -0.8% | -4.9% | -5.4% |
| 30D | -17.0% | -2.2% | -14.8% | -16.2% |
| 3M | -9.7% | +3.1% | -12.7% | -10.7% |
| 6M | -19.8% | +9.7% | -29.6% | -22.8% |
| YTD | -9.8% | +14.9% | -24.7% | -14.7% |
| 1Y | -26.2% | +17.6% | -43.7% | -30.8% |
| 3Y | -36.2% | +65.3% | -101.5% | -47.8% |
| 5Y | -38.3% | +78.7% | -117.1% | -51.0% |
| All | -4.4% | +209.2% | -213.5% | -44.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling