+8.7%
CL vs VWO
+23.1%
-14.3%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.7% | -2.2% | -1.4% |
| 7D | -2.2% | +1.1% | -3.3% | -2.1% |
| 30D | -4.8% | +2.4% | -7.2% | -4.6% |
| 3M | +4.9% | +2.0% | +2.9% | +5.3% |
| 6M | -5.7% | +10.7% | -16.4% | -6.1% |
| YTD | +14.4% | +14.4% | 0.0% | +15.8% |
| 1Y | +8.7% | +22.7% | -14.0% | +5.9% |
| All | +8.7% | +23.1% | -14.3% | +5.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VWO.
Daily Out/Under-Performance
Portfolio return minus VWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VWO 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 1y: compounded portfolio wealth divided by compounded VWO 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…
1y analysis · Full analysis span regression · 6 months rolling