+37.6%
CL vs VO
+60.2%
-22.6%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.1% | -2.0% | -2.1% |
| 7D | +1.3% | -2.6% | +3.9% | +1.8% |
| 30D | +11.4% | -0.9% | +12.3% | +11.5% |
| 3M | +4.4% | -3.0% | +7.4% | +4.9% |
| 6M | +10.8% | +2.2% | +8.6% | +10.2% |
| YTD | +25.1% | +10.6% | +14.6% | +22.6% |
| 1Y | +28.0% | +12.5% | +15.5% | +24.9% |
| 3Y | +37.6% | +61.4% | -23.8% | +23.4% |
| All | +37.6% | +60.2% | -22.6% | +23.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling