+89.6%
CL vs VWO
+111.9%
-22.3%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.1% | +1.9% | +1.8% |
| 7D | +3.2% | +2.0% | +1.2% | +2.7% |
| 30D | +8.0% | -4.3% | +12.3% | +9.1% |
| 3M | +7.9% | -6.4% | +14.2% | +9.4% |
| 6M | +14.7% | -5.6% | +20.4% | +15.9% |
| YTD | +29.2% | +5.2% | +24.0% | +26.6% |
| 1Y | +29.5% | +5.2% | +24.4% | +26.9% |
| 3Y | +40.7% | +55.5% | -14.9% | +22.2% |
| 5Y | +43.9% | +25.6% | +18.3% | +32.9% |
| All | +89.6% | +111.9% | -22.3% | +40.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling