+5,379.8%
CLS vs VEA
+170.4%
+5,209.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.3% |
| 7D | +4.6% | +1.0% | +3.6% | +3.6% |
| 30D | -13.9% | +1.9% | -15.8% | -15.4% |
| 3M | -26.6% | +3.2% | -29.8% | -27.9% |
| 6M | +15.4% | +10.2% | +5.2% | +6.4% |
| YTD | +5.7% | +18.9% | -13.2% | -10.2% |
| 1Y | +41.1% | +29.3% | +11.8% | +10.4% |
| 3Y | +1,228.6% | +76.8% | +1,151.8% | +673.8% |
| 5Y | +3,240.6% | +61.2% | +3,179.4% | +2,076.8% |
| 10Y | +2,760.3% | +163.3% | +2,597.0% | +1,106.5% |
| All | +5,379.8% | +170.4% | +5,209.4% | +2,004.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling