+4,913.6%
CLS vs VEU
+192.1%
+4,721.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.3% | +0.2% |
| 7D | +4.6% | +1.1% | +3.4% | +3.4% |
| 30D | -13.9% | +2.2% | -16.1% | -15.6% |
| 3M | -26.6% | +3.0% | -29.6% | -27.7% |
| 6M | +15.4% | +10.9% | +4.6% | +6.1% |
| YTD | +5.7% | +18.2% | -12.5% | -9.1% |
| 1Y | +41.1% | +28.3% | +12.8% | +12.4% |
| 3Y | +1,228.6% | +74.6% | +1,154.0% | +698.8% |
| 5Y | +3,240.6% | +56.4% | +3,184.3% | +2,186.6% |
| 10Y | +2,760.3% | +153.0% | +2,607.3% | +1,191.2% |
| All | +4,913.6% | +192.1% | +4,721.5% | +1,842.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling