+547.4%
CL vs VTV
+729.9%
-182.5%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | 0.0% | +0.1% |
| 7D | +2.6% | 0.0% | +2.5% | +2.5% |
| 30D | +11.8% | +3.2% | +8.5% | +9.9% |
| 3M | +5.9% | +1.7% | +4.3% | +5.0% |
| 6M | +13.3% | +11.0% | +2.3% | +6.9% |
| YTD | +27.1% | +21.0% | +6.1% | +14.5% |
| 1Y | +28.0% | +24.3% | +3.7% | +13.6% |
| 3Y | +39.4% | +76.9% | -37.5% | +1.2% |
| 5Y | +40.8% | +76.9% | -36.2% | +1.7% |
| 10Y | +84.9% | +227.8% | -142.9% | -6.4% |
| All | +547.4% | +729.9% | -182.5% | +86.7% |
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