+28.3%
CL vs VWO
+35.7%
-7.4%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.4% |
| 7D | -2.3% | +0.2% | -2.5% | -2.3% |
| 30D | -5.5% | +0.9% | -6.4% | -5.6% |
| 3M | +0.8% | +4.3% | -3.4% | +0.4% |
| 6M | -4.2% | +10.5% | -14.8% | -5.2% |
| YTD | +13.4% | +13.4% | +0.1% | +12.0% |
| 1Y | +7.1% | +18.6% | -11.5% | +5.2% |
| 3Y | +29.0% | +65.8% | -36.8% | +21.6% |
| 5Y | +28.3% | +35.2% | -6.9% | +20.4% |
| All | +28.3% | +35.7% | -7.4% | +20.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling