-51.4%
VG vs CLX
-32.6%
-18.8%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.5% | -4.5% | -3.8% |
| 7D | -22.0% | +12.4% | -34.4% | -18.1% |
| 30D | -14.7% | +21.1% | -35.8% | -8.0% |
| 3M | -7.1% | -3.3% | -3.8% | -6.8% |
| 6M | -11.2% | +18.8% | -30.0% | -4.7% |
| YTD | +69.8% | +3.9% | +65.9% | +74.9% |
| 1Y | +49.9% | -3.8% | +53.7% | +54.4% |
| All | -51.4% | -32.6% | -18.8% | -49.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling