+384.8%
V vs CLX
-3.8%
+388.6%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.2% | +1.8% | 0.0% |
| 7D | -2.9% | -4.9% | +2.0% | -2.1% |
| 30D | +1.9% | -15.8% | +17.7% | +4.7% |
| 3M | +13.2% | -7.9% | +21.2% | +14.6% |
| 6M | +16.7% | -19.0% | +35.8% | +20.3% |
| YTD | +5.4% | -7.9% | +13.3% | +6.0% |
| 1Y | +7.7% | -25.4% | +33.0% | +12.2% |
| 3Y | +52.0% | -35.0% | +87.0% | +61.2% |
| 5Y | +67.7% | -36.8% | +104.5% | +76.1% |
| 10Y | +384.8% | -1.4% | +386.2% | +335.0% |
| All | +384.8% | -3.8% | +388.6% | +335.0% |
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