+3,977.5%
CLS vs VEU
+174.3%
+3,803.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.9% | +5.4% | +5.5% |
| 7D | +23.5% | +2.4% | +21.2% | +20.6% |
| 30D | -28.9% | -2.0% | -26.9% | -26.8% |
| 3M | -25.2% | -5.1% | -20.0% | -19.8% |
| 6M | -32.1% | -0.7% | -31.4% | -29.6% |
| YTD | -14.1% | +11.0% | -25.1% | -20.1% |
| 1Y | -24.1% | +12.4% | -36.5% | -30.0% |
| 3Y | +897.0% | +69.8% | +827.2% | +524.1% |
| 5Y | +2,089.9% | +48.2% | +2,041.7% | +1,502.4% |
| 10Y | +2,022.2% | +148.1% | +1,874.1% | +896.4% |
| All | +3,977.5% | +174.3% | +3,803.2% | +1,607.4% |
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