+2,953.7%
CLS vs VEA
+162.2%
+2,791.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.2% | -1.3% | -0.7% |
| 7D | +5.0% | -2.1% | +7.0% | +8.1% |
| 30D | +4.8% | -1.1% | +5.8% | +6.8% |
| 3M | -10.4% | +5.1% | -15.5% | -15.4% |
| 6M | +20.8% | +9.8% | +11.0% | +8.7% |
| YTD | +10.0% | +15.9% | -5.9% | -8.3% |
| 1Y | +28.5% | +24.6% | +4.0% | -2.1% |
| 3Y | +1,292.2% | +75.5% | +1,216.7% | +592.3% |
| 5Y | +3,616.8% | +59.4% | +3,557.4% | +2,020.1% |
| All | +2,953.7% | +162.2% | +2,791.5% | +934.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VEA.
Daily Out/Under-Performance
Portfolio return minus VEA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEA 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 VEA 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