+1,936.2%
CLS vs VEU
+152.2%
+1,784.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +0.9% | +7.6% | +7.1% |
| 7D | +2.8% | -0.5% | +3.3% | +4.4% |
| 30D | -30.1% | -1.0% | -29.1% | -28.3% |
| 3M | -21.7% | -3.6% | -18.1% | -16.1% |
| 6M | -36.2% | -1.2% | -35.1% | -32.9% |
| YTD | -17.8% | +12.0% | -29.8% | -26.9% |
| 1Y | -26.8% | +13.9% | -40.7% | -36.0% |
| 3Y | +853.4% | +71.3% | +782.1% | +400.1% |
| 5Y | +2,005.0% | +50.3% | +1,954.7% | +1,224.1% |
| All | +1,936.2% | +152.2% | +1,784.0% | +636.8% |
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