+2,953.7%
CLS vs VEU
+152.3%
+2,801.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.3% | -1.2% | -0.6% |
| 7D | +5.0% | -1.9% | +6.9% | +7.9% |
| 30D | +4.8% | -0.7% | +5.5% | +6.3% |
| 3M | -10.4% | +4.9% | -15.2% | -15.2% |
| 6M | +20.8% | +9.8% | +11.0% | +8.7% |
| YTD | +10.0% | +15.3% | -5.3% | -7.3% |
| 1Y | +28.5% | +23.0% | +5.5% | -0.1% |
| 3Y | +1,292.2% | +73.5% | +1,218.7% | +610.9% |
| 5Y | +3,616.8% | +54.5% | +3,562.3% | +2,128.8% |
| All | +2,953.7% | +152.3% | +2,801.4% | +1,016.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 VEU 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