-37.6%
CLX vs VYM
+75.8%
-113.4%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.6% |
| 7D | -5.9% | -1.9% | -4.0% | -4.8% |
| 30D | -17.0% | -2.6% | -14.4% | -15.7% |
| 3M | -9.6% | +3.6% | -13.2% | -11.3% |
| 6M | -21.5% | +8.7% | -30.2% | -25.1% |
| YTD | -8.8% | +14.1% | -22.9% | -15.3% |
| 1Y | -24.7% | +17.8% | -42.5% | -31.3% |
| 3Y | -35.6% | +64.5% | -100.2% | -52.1% |
| 5Y | -37.6% | +77.5% | -115.2% | -55.1% |
| All | -37.6% | +75.8% | -113.4% | -55.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling