+83.2%
CLS vs VG
-50.2%
+133.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +2.3% | +5.5% | +7.5% |
| 7D | -10.6% | -8.3% | -2.2% | -9.2% |
| 30D | -38.4% | -10.3% | -28.1% | -37.3% |
| 3M | -29.9% | -10.8% | -19.1% | -28.7% |
| 6M | -40.6% | +3.5% | -44.1% | -42.5% |
| YTD | -24.6% | +74.0% | -98.5% | -42.3% |
| 1Y | -30.8% | +48.9% | -79.7% | -44.3% |
| All | +83.2% | -50.2% | +133.4% | +152.7% |
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