+76.0%
VUG vs CLX
-37.0%
+113.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.7% | -0.3% |
| 7D | +0.1% | -4.9% | +5.0% | +0.6% |
| 30D | -1.7% | -15.8% | +14.1% | 0.0% |
| 3M | +2.8% | -7.9% | +10.8% | +3.6% |
| 6M | +13.6% | -19.0% | +32.7% | +15.9% |
| YTD | +8.1% | -7.9% | +16.0% | +8.4% |
| 1Y | +13.1% | -25.4% | +38.4% | +16.4% |
| 3Y | +87.0% | -35.0% | +122.0% | +94.6% |
| 5Y | +76.0% | -36.8% | +112.7% | +75.9% |
| All | +76.0% | -37.0% | +113.0% | +75.9% |
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 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