+72.2%
V vs CLX
-34.6%
+106.8%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.3% | -0.7% |
| 7D | -1.7% | -9.2% | +7.5% | -0.1% |
| 30D | +2.0% | -11.0% | +13.0% | +4.0% |
| 3M | +17.4% | +5.0% | +12.3% | +16.2% |
| 6M | +17.5% | -18.8% | +36.3% | +21.4% |
| YTD | +7.6% | -4.4% | +12.0% | +7.5% |
| 1Y | +7.7% | -21.9% | +29.6% | +11.8% |
| 3Y | +54.7% | -32.8% | +87.4% | +64.3% |
| All | +72.2% | -34.6% | +106.8% | +77.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling