+83.1%
CL vs VO
+202.1%
-119.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.4% | -0.6% |
| 7D | -0.8% | +0.2% | -1.0% | -0.9% |
| 30D | +9.5% | +2.0% | +7.5% | +8.6% |
| 3M | +6.8% | -0.3% | +7.1% | +6.8% |
| 6M | +14.3% | +7.3% | +7.0% | +10.8% |
| YTD | +26.3% | +15.0% | +11.3% | +18.9% |
| 1Y | +25.6% | +14.7% | +10.9% | +18.3% |
| 3Y | +38.5% | +67.3% | -28.8% | +9.7% |
| 5Y | +40.7% | +38.8% | +1.9% | +19.9% |
| 10Y | +83.1% | +201.6% | -118.5% | +4.8% |
| All | +83.1% | +202.1% | -119.1% | +4.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 10y: compounded portfolio wealth divided by compounded VO 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…
10y analysis · Full analysis span regression · 6 months rolling