+156.7%
CLS vs VG
-39.3%
+196.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +0.9% |
| 7D | +4.6% | +1.7% | +2.9% | +4.3% |
| 30D | -13.9% | +16.0% | -29.9% | -16.0% |
| 3M | -26.6% | +9.7% | -36.3% | -28.4% |
| 6M | +15.4% | +29.6% | -14.2% | +3.0% |
| YTD | +5.7% | +112.0% | -106.4% | -21.6% |
| 1Y | +41.1% | +12.8% | +28.3% | +27.1% |
| All | +156.7% | -39.3% | +196.0% | +243.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling