+484.0%
V vs CLX
+32.0%
+452.0%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.2% | +0.1% | +1.1% |
| 7D | +0.9% | +9.5% | -8.6% | -0.6% |
| 30D | +9.0% | +30.7% | -21.7% | +4.3% |
| 3M | +16.7% | +4.2% | +12.5% | +15.7% |
| 6M | +33.4% | +22.1% | +11.3% | +28.8% |
| YTD | +22.4% | +14.1% | +8.3% | +18.8% |
| 1Y | +27.7% | +10.3% | +17.4% | +24.6% |
| 3Y | +78.0% | -7.8% | +85.8% | +78.5% |
| 5Y | +108.5% | -20.8% | +129.4% | +110.9% |
| All | +484.0% | +32.0% | +452.0% | +388.7% |
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