+39.9%
CL vs VOO
+67.9%
-28.0%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.3% | -2.5% | -2.2% |
| 7D | +1.3% | -2.7% | +4.0% | +1.9% |
| 30D | +11.4% | -5.4% | +16.7% | +12.5% |
| 3M | +4.4% | -4.1% | +8.5% | +5.2% |
| 6M | +10.8% | +0.7% | +10.0% | +10.3% |
| YTD | +25.1% | +8.7% | +16.4% | +22.3% |
| 1Y | +28.0% | +11.0% | +17.0% | +24.4% |
| 3Y | +37.6% | +75.5% | -37.8% | +14.7% |
| All | +39.9% | +67.9% | -28.0% | +14.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VOO.
Daily Out/Under-Performance
Portfolio return minus VOO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VOO 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 VOO 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