-39.3%
VG vs CLX
-38.0%
-1.4%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.9% | -0.9% |
| 7D | +1.7% | -9.2% | +10.9% | -1.5% |
| 30D | +16.0% | -11.0% | +27.1% | +11.6% |
| 3M | +9.7% | +5.0% | +4.7% | +11.6% |
| 6M | +29.6% | -18.8% | +48.4% | +28.2% |
| YTD | +112.0% | -4.4% | +116.4% | +109.4% |
| 1Y | +12.8% | -21.9% | +34.7% | +11.5% |
| All | -39.3% | -38.0% | -1.4% | -38.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling