+154.7%
CLX vs VYM
+490.3%
-335.6%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.1% | -1.4% |
| 7D | -3.5% | +0.1% | -3.7% | -3.6% |
| 30D | -11.9% | -1.3% | -10.6% | -11.3% |
| 3M | -2.6% | +4.1% | -6.7% | -4.3% |
| 6M | -18.2% | +9.8% | -28.0% | -21.6% |
| YTD | -5.9% | +15.3% | -21.2% | -11.9% |
| 1Y | -23.8% | +20.0% | -43.8% | -30.0% |
| 3Y | -33.6% | +66.2% | -99.8% | -47.7% |
| 5Y | -35.7% | +77.5% | -113.2% | -51.0% |
| 10Y | -2.5% | +201.7% | -204.2% | -44.5% |
| All | +154.7% | +490.3% | -335.6% | +1.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling