+1,493.5%
CL vs VSAT
+1,476.0%
+17.5%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | +0.1% |
| 7D | +2.6% | -0.5% | +3.1% | +2.4% |
| 30D | +11.8% | +4.0% | +7.8% | +11.2% |
| 3M | +5.9% | -11.8% | +17.7% | +6.1% |
| 6M | +13.3% | +6.9% | +6.4% | +11.7% |
| YTD | +27.1% | +117.2% | -90.1% | +19.9% |
| 1Y | +28.0% | +102.4% | -74.4% | +20.9% |
| 3Y | +39.4% | +295.5% | -256.1% | +21.2% |
| 5Y | +40.8% | +37.0% | +3.7% | +27.8% |
| 10Y | +84.9% | -6.0% | +90.9% | +67.3% |
| All | +1,493.5% | +1,476.0% | +17.5% | +996.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling