+16.4%
CL vs VG
-49.4%
+65.8%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.5% | +0.2% |
| 7D | +2.6% | -7.7% | +10.3% | +2.2% |
| 30D | +11.8% | -8.8% | +20.6% | +11.4% |
| 3M | +5.9% | -15.6% | +21.5% | +5.2% |
| 6M | +13.3% | +5.2% | +8.1% | +14.3% |
| YTD | +27.1% | +76.9% | -49.8% | +31.0% |
| 1Y | +28.0% | +42.5% | -14.5% | +30.8% |
| All | +16.4% | -49.4% | +65.8% | +10.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling