+29.6%
CL vs VWO
+66.7%
-37.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.4% |
| 7D | -1.4% | +0.9% | -2.3% | -1.4% |
| 30D | -5.2% | +1.3% | -6.5% | -5.2% |
| 3M | +3.3% | +5.1% | -1.8% | +3.1% |
| 6M | -4.4% | +12.5% | -16.9% | -5.0% |
| YTD | +13.9% | +14.0% | -0.1% | +13.1% |
| 1Y | +7.6% | +19.7% | -12.1% | +6.5% |
| 3Y | +29.6% | +66.8% | -37.2% | +24.7% |
| All | +29.6% | +66.7% | -37.1% | +24.7% |
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