+41.3%
CL vs VO
+37.2%
+4.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | +0.1% |
| 7D | -0.8% | +2.9% | -3.7% | -1.5% |
| 30D | +9.5% | +1.0% | +8.5% | +9.2% |
| 3M | +6.6% | -1.7% | +8.4% | +7.0% |
| 6M | +13.2% | +6.7% | +6.6% | +11.3% |
| YTD | +26.9% | +14.0% | +12.9% | +22.6% |
| 1Y | +27.6% | +13.7% | +13.9% | +23.4% |
| 3Y | +39.1% | +65.8% | -26.7% | +20.5% |
| 5Y | +41.3% | +36.6% | +4.7% | +25.6% |
| All | +41.3% | +37.2% | +4.1% | +25.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling