+865.6%
CL vs VRSN
+7,034.5%
-6,168.9%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.1% | -1.1% | -2.1% |
| 7D | +1.3% | +0.5% | +0.9% | +1.3% |
| 30D | +11.4% | +4.9% | +6.4% | +10.9% |
| 3M | +4.4% | +5.8% | -1.4% | +3.9% |
| 6M | +10.8% | +12.6% | -1.8% | +9.7% |
| YTD | +25.1% | +28.2% | -3.1% | +22.5% |
| 1Y | +28.0% | +30.4% | -2.5% | +25.1% |
| 3Y | +37.6% | +54.6% | -17.0% | +32.5% |
| 5Y | +39.7% | +35.1% | +4.6% | +35.3% |
| 10Y | +75.8% | +294.0% | -218.2% | +58.7% |
| All | +865.6% | +7,034.5% | -6,168.9% | +476.3% |
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