+482.6%
CL vs VTV
+721.7%
-239.1%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.2% | -1.3% |
| 7D | -2.2% | +0.5% | -2.7% | -2.5% |
| 30D | -4.8% | +1.1% | -5.9% | -5.4% |
| 3M | +4.9% | +5.9% | -1.0% | +1.6% |
| 6M | -5.7% | +11.6% | -17.3% | -11.3% |
| YTD | +14.4% | +19.8% | -5.4% | +3.5% |
| 1Y | +8.7% | +26.2% | -17.5% | -4.4% |
| 3Y | +30.0% | +68.5% | -38.5% | -3.1% |
| 5Y | +28.4% | +79.9% | -51.5% | -8.1% |
| 10Y | +50.1% | +229.7% | -179.6% | -24.2% |
| All | +482.6% | +721.7% | -239.1% | +68.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling