+84.1%
CL vs VO
+202.1%
-118.0%
-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 | +27.0% | +15.0% | +12.0% | +19.6% |
| 1Y | +26.3% | +14.7% | +11.6% | +19.0% |
| 3Y | +39.3% | +67.3% | -28.0% | +10.3% |
| 5Y | +41.5% | +38.8% | +2.7% | +20.6% |
| 10Y | +84.1% | +201.6% | -117.5% | +5.4% |
| All | +84.1% | +202.1% | -118.0% | +5.4% |
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