+28.1%
CL vs VRSN
+30.0%
-2.0%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.4% | +3.0% | +0.2% |
| 7D | -1.4% | -2.1% | +0.8% | -1.0% |
| 30D | -5.2% | -3.9% | -1.3% | -4.5% |
| 3M | +3.3% | -0.1% | +3.4% | +3.1% |
| 6M | -4.4% | +16.4% | -20.8% | -7.5% |
| YTD | +13.9% | +17.2% | -3.3% | +9.8% |
| 1Y | +7.6% | +1.0% | +6.7% | +6.9% |
| 3Y | +29.6% | +39.1% | -9.5% | +19.5% |
| 5Y | +28.1% | +29.0% | -0.9% | +18.2% |
| All | +28.1% | +30.0% | -2.0% | +18.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSN.
Daily Out/Under-Performance
Portfolio return minus VRSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSN 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 VRSN 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