+551.4%
CL vs VO
+799.0%
-247.6%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.5% | +3.4% | +1.4% |
| 7D | +5.9% | -3.3% | +9.3% | +7.5% |
| 30D | +13.8% | -1.8% | +15.6% | +14.6% |
| 3M | +6.4% | -3.4% | +9.8% | +7.9% |
| 6M | +15.6% | +3.0% | +12.6% | +13.9% |
| YTD | +27.9% | +10.7% | +17.2% | +21.8% |
| 1Y | +31.4% | +11.8% | +19.6% | +24.6% |
| 3Y | +41.4% | +60.4% | -19.0% | +12.7% |
| 5Y | +42.8% | +33.6% | +9.2% | +21.7% |
| 10Y | +79.7% | +202.0% | -122.3% | +1.8% |
| All | +551.4% | +799.0% | -247.6% | +114.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling