+1,468.7%
CL vs VSAT
+1,246.3%
+222.4%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +7.7% | -9.9% | -2.5% |
| 7D | +1.3% | -17.0% | +18.3% | +2.1% |
| 30D | +11.4% | -9.8% | +21.1% | +11.6% |
| 3M | +4.4% | -22.0% | +26.4% | +5.3% |
| 6M | +10.8% | -5.0% | +15.8% | +9.8% |
| YTD | +25.1% | +85.6% | -60.4% | +19.0% |
| 1Y | +28.0% | +80.2% | -52.2% | +21.6% |
| 3Y | +37.6% | +250.0% | -212.4% | +20.3% |
| 5Y | +39.7% | -4.6% | +44.3% | +29.6% |
| 10Y | +75.8% | -7.2% | +83.0% | +58.8% |
| All | +1,468.7% | +1,246.3% | +222.4% | +988.1% |
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