+53.2%
CL vs VTV
+234.4%
-181.3%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.2% |
| 7D | -2.3% | -0.7% | -1.6% | -1.9% |
| 30D | -5.5% | -0.5% | -5.0% | -5.2% |
| 3M | +0.8% | +5.3% | -4.5% | -2.1% |
| 6M | -4.2% | +12.9% | -17.1% | -10.6% |
| YTD | +13.4% | +18.5% | -5.0% | +2.9% |
| 1Y | +7.1% | +25.3% | -18.2% | -5.9% |
| 3Y | +29.0% | +68.2% | -39.2% | -5.2% |
| 5Y | +28.3% | +80.6% | -52.3% | -10.2% |
| All | +53.2% | +234.4% | -181.3% | -20.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VTV.
Daily Out/Under-Performance
Portfolio return minus VTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTV 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 10y: compounded portfolio wealth divided by compounded VTV 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…
10y analysis · Full analysis span regression · 6 months rolling