+454.5%
V vs CLX
+26.5%
+427.9%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.8% | 0.0% |
| 7D | +0.6% | +13.6% | -13.0% | -1.5% |
| 30D | +9.7% | +29.1% | -19.3% | +5.3% |
| 3M | +17.3% | +1.6% | +15.7% | +16.8% |
| 6M | +33.2% | +18.7% | +14.5% | +29.1% |
| YTD | +21.3% | +11.1% | +10.2% | +18.3% |
| 1Y | +27.3% | +7.0% | +20.3% | +24.9% |
| 3Y | +76.1% | -10.0% | +86.1% | +77.3% |
| 5Y | +103.5% | -22.6% | +126.1% | +106.5% |
| 10Y | +454.5% | +29.3% | +425.1% | +362.3% |
| All | +454.5% | +26.5% | +427.9% | +362.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 CLX 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