-46.6%
VG vs CLX
-27.7%
-18.9%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.2% | +5.3% | +5.6% |
| 7D | +5.5% | +7.8% | -2.3% | +8.5% |
| 30D | -3.6% | +28.5% | -32.1% | +6.5% |
| 3M | -4.0% | +1.3% | -5.3% | -1.8% |
| 6M | +9.4% | +23.4% | -14.0% | +19.5% |
| YTD | +86.6% | +11.4% | +75.3% | +97.2% |
| 1Y | +69.5% | +6.9% | +62.6% | +79.4% |
| All | -46.6% | -27.7% | -18.9% | -42.5% |
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