+28.1%
CL vs VTV
+80.5%
-52.4%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | 0.0% |
| 7D | -1.4% | +0.3% | -1.7% | -1.5% |
| 30D | -5.2% | +0.1% | -5.4% | -5.3% |
| 3M | +3.3% | +6.2% | -2.9% | +0.2% |
| 6M | -4.4% | +13.5% | -17.9% | -10.4% |
| YTD | +13.9% | +18.9% | -4.9% | +4.2% |
| 1Y | +7.6% | +25.8% | -18.2% | -4.4% |
| 3Y | +29.6% | +68.7% | -39.2% | -3.1% |
| 5Y | +28.1% | +80.3% | -52.3% | -8.0% |
| All | +28.1% | +80.5% | -52.4% | -8.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling