+41.3%
CL vs VSAT
+31.4%
+9.9%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.2% | +5.1% | -0.1% |
| 7D | -0.8% | +20.0% | -20.8% | -0.7% |
| 30D | +9.5% | +6.5% | +3.0% | +9.5% |
| 3M | +6.6% | -18.3% | +25.0% | +6.7% |
| 6M | +13.2% | +0.4% | +12.9% | +13.2% |
| YTD | +26.9% | +106.7% | -79.9% | +26.4% |
| 1Y | +27.6% | +89.9% | -62.3% | +27.2% |
| 3Y | +39.1% | +276.3% | -237.2% | +37.0% |
| 5Y | +41.3% | +32.9% | +8.4% | +41.4% |
| All | +41.3% | +31.4% | +9.9% | +41.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VSAT.
Daily Out/Under-Performance
Portfolio return minus VSAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSAT 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 VSAT 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