+782.7%
CL vs VRSN
+6,651.0%
-5,868.4%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.0% | -1.4% |
| 7D | -2.2% | +0.1% | -2.2% | -2.2% |
| 30D | -4.8% | -0.2% | -4.7% | -4.8% |
| 3M | +4.9% | -0.3% | +5.2% | +4.9% |
| 6M | -5.7% | +23.0% | -28.7% | -7.3% |
| YTD | +14.4% | +21.3% | -7.0% | +12.5% |
| 1Y | +8.7% | +6.7% | +2.0% | +7.9% |
| 3Y | +30.0% | +45.0% | -15.0% | +25.8% |
| 5Y | +28.4% | +35.0% | -6.7% | +24.4% |
| 10Y | +50.1% | +276.3% | -226.2% | +36.0% |
| All | +782.7% | +6,651.0% | -5,868.4% | +429.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling