+41.3%
CL vs VTV
+76.4%
-35.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.0% | -0.5% | +0.4% |
| 7D | +0.5% | -0.5% | +1.0% | +0.8% |
| 30D | +11.6% | +3.1% | +8.5% | +9.9% |
| 3M | +5.6% | +1.8% | +3.8% | +4.6% |
| 6M | +13.2% | +10.9% | +2.3% | +7.2% |
| YTD | +26.9% | +20.9% | +6.1% | +15.0% |
| 1Y | +27.3% | +24.6% | +2.7% | +13.6% |
| 3Y | +39.7% | +78.6% | -38.9% | +1.0% |
| 5Y | +41.3% | +76.4% | -35.1% | +1.9% |
| All | +41.3% | +76.4% | -35.1% | +1.9% |
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