+8.3%
CL vs VWO
+16.1%
-7.8%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.4% | -0.3% |
| 7D | -2.4% | -1.7% | -0.7% | -2.6% |
| 30D | -4.8% | -0.3% | -4.5% | -4.8% |
| 3M | -1.7% | +4.0% | -5.7% | -1.7% |
| 6M | -3.8% | +8.1% | -11.9% | -4.4% |
| YTD | +13.3% | +11.6% | +1.6% | +14.6% |
| 1Y | +8.3% | +16.2% | -7.9% | +10.4% |
| All | +8.3% | +16.1% | -7.8% | +10.4% |
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