-24.1%
CLS vs VG
+71.2%
-95.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +4.7% | -0.2% | +4.8% |
| 7D | +23.5% | +15.1% | +8.4% | +24.4% |
| 30D | -28.9% | -4.2% | -24.7% | -29.4% |
| 3M | -25.2% | -3.1% | -22.1% | -25.3% |
| 6M | -32.1% | +0.3% | -32.4% | -30.9% |
| YTD | -14.1% | +95.5% | -109.5% | -24.9% |
| 1Y | -24.1% | +64.4% | -88.5% | -27.2% |
| All | -24.1% | +71.2% | -95.2% | -27.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling