-17.9%
CLS vs VG
+63.8%
-81.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.9% | -4.5% | -5.4% |
| 7D | +16.3% | +14.0% | +2.3% | +17.2% |
| 30D | -25.7% | -1.0% | -24.7% | -25.8% |
| 3M | -30.9% | -2.7% | -28.2% | -30.9% |
| 6M | -35.5% | +1.5% | -37.0% | -34.2% |
| YTD | -18.7% | +93.7% | -112.4% | -26.2% |
| 1Y | -17.9% | +68.5% | -86.4% | -20.6% |
| All | -17.9% | +63.8% | -81.7% | -20.6% |
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