+63.9%
VUG vs CLX
-23.2%
+87.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.8% | -0.8% |
| 7D | -1.2% | +13.6% | -14.8% | -2.5% |
| 30D | -8.9% | +29.1% | -37.9% | -11.2% |
| 3M | -5.9% | +1.6% | -7.5% | -6.1% |
| 6M | -3.3% | +18.7% | -22.0% | -5.2% |
| YTD | +3.4% | +11.1% | -7.7% | +1.8% |
| 1Y | +1.9% | +7.0% | -5.1% | +0.7% |
| 3Y | +76.9% | -10.0% | +86.9% | +76.8% |
| 5Y | +63.9% | -22.6% | +86.5% | +63.5% |
| All | +63.9% | -23.2% | +87.1% | +63.5% |
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 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