+17.1%
CL vs VG
-51.4%
+68.5%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.0% | +3.9% | -0.3% |
| 7D | +5.9% | -22.0% | +27.9% | +4.6% |
| 30D | +13.8% | -14.7% | +28.5% | +12.9% |
| 3M | +6.4% | -7.1% | +13.5% | +6.2% |
| 6M | +15.6% | -11.2% | +26.8% | +15.5% |
| YTD | +27.9% | +69.8% | -41.9% | +31.5% |
| 1Y | +31.4% | +49.9% | -18.5% | +34.5% |
| All | +17.1% | -51.4% | +68.5% | +11.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VG.
Daily Out/Under-Performance
Portfolio return minus VG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VG 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 VG 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