+68.5%
VG vs CLX
+9.5%
+59.0%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.2% | -2.1% | -0.3% |
| 7D | +14.0% | +9.5% | +4.5% | +19.5% |
| 30D | -1.0% | +30.7% | -31.7% | +15.0% |
| 3M | -2.7% | +4.2% | -6.9% | +1.1% |
| 6M | +1.5% | +22.1% | -20.6% | +15.7% |
| YTD | +93.7% | +14.1% | +79.6% | +102.1% |
| 1Y | +68.5% | +10.3% | +58.2% | +76.4% |
| All | +68.5% | +9.5% | +59.0% | +76.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling