+482.6%
CL vs VO
+827.2%
-344.6%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.3% | -1.4% |
| 7D | -2.2% | -0.3% | -1.9% | -2.1% |
| 30D | -4.8% | -0.3% | -4.5% | -4.7% |
| 3M | +4.9% | +2.9% | +2.0% | +3.4% |
| 6M | -5.7% | +9.3% | -15.1% | -9.5% |
| YTD | +14.4% | +14.2% | +0.2% | +7.6% |
| 1Y | +8.7% | +15.3% | -6.5% | +1.7% |
| 3Y | +30.0% | +56.2% | -26.3% | +4.9% |
| 5Y | +28.4% | +42.4% | -14.1% | +6.3% |
| 10Y | +50.1% | +194.7% | -144.7% | -13.9% |
| All | +482.6% | +827.2% | -344.6% | +89.6% |
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 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