+38.4%
CL vs VWO
+56.3%
-17.9%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.2% |
| 7D | +2.6% | +2.1% | +0.5% | +2.6% |
| 30D | +11.8% | -5.5% | +17.2% | +11.7% |
| 3M | +5.9% | -6.2% | +12.1% | +5.9% |
| 6M | +13.3% | -6.4% | +19.7% | +13.4% |
| YTD | +27.1% | +5.4% | +21.7% | +26.2% |
| 1Y | +28.0% | +4.5% | +23.5% | +27.2% |
| All | +38.4% | +56.3% | -17.9% | +34.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling