+69.0%
CLS vs VG
-51.4%
+120.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.0% | -4.0% | -9.0% | -12.4% |
| 7D | -27.3% | -22.0% | -5.3% | -24.4% |
| 30D | -47.0% | -14.7% | -32.3% | -45.7% |
| 3M | -43.3% | -7.1% | -36.2% | -42.9% |
| 6M | -50.8% | -11.2% | -39.6% | -50.9% |
| YTD | -30.4% | +69.8% | -100.3% | -46.6% |
| 1Y | -41.7% | +49.9% | -91.5% | -53.4% |
| All | +69.0% | -51.4% | +120.4% | +134.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling