+3,493.7%
CLS vs VEU
+174.2%
+3,319.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.1% | +1.2% |
| 7D | -13.9% | +0.5% | -14.4% | -14.1% |
| 30D | -38.2% | -2.3% | -35.9% | -36.1% |
| 3M | -28.8% | -4.4% | -24.4% | -24.3% |
| 6M | -40.4% | -2.2% | -38.2% | -37.2% |
| YTD | -24.3% | +10.9% | -35.2% | -29.5% |
| 1Y | -35.0% | +13.4% | -48.4% | -40.6% |
| 3Y | +778.7% | +69.7% | +709.0% | +450.3% |
| 5Y | +1,884.8% | +50.0% | +1,834.9% | +1,335.5% |
| 10Y | +1,761.1% | +145.8% | +1,615.3% | +781.4% |
| All | +3,493.7% | +174.2% | +3,319.5% | +1,405.4% |
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