+1,914.6%
CLS vs VEU
+149.9%
+1,764.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.1% | -5.3% | -5.3% |
| 7D | +16.3% | +2.1% | +14.2% | +12.9% |
| 30D | -25.7% | -0.9% | -24.7% | -24.0% |
| 3M | -30.9% | -5.4% | -25.5% | -23.9% |
| 6M | -35.5% | -1.8% | -33.7% | -31.5% |
| YTD | -18.7% | +10.9% | -29.6% | -26.7% |
| 1Y | -17.9% | +13.6% | -31.5% | -28.1% |
| 3Y | +838.1% | +69.3% | +768.8% | +400.3% |
| 5Y | +1,971.9% | +48.1% | +1,923.8% | +1,229.8% |
| All | +1,914.6% | +149.9% | +1,764.7% | +638.8% |
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