+99.6%
CLS vs VG
-46.6%
+146.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +5.5% | +3.0% | +7.6% |
| 7D | +2.8% | +5.5% | -2.7% | +2.0% |
| 30D | -30.1% | -3.6% | -26.5% | -29.6% |
| 3M | -21.7% | -4.0% | -17.8% | -21.3% |
| 6M | -36.2% | +9.4% | -45.6% | -38.7% |
| YTD | -17.8% | +86.6% | -104.5% | -37.8% |
| 1Y | -26.8% | +69.5% | -96.3% | -42.8% |
| All | +99.6% | -46.6% | +146.2% | +172.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VG.
Daily Out/Under-Performance
Portfolio return minus VG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VG 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 VG 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