+884.2%
CLS vs VLTO
+56.4%
+827.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.6% | -6.0% | -5.5% |
| 7D | +16.3% | +1.0% | +15.3% | +16.2% |
| 30D | -25.7% | +17.5% | -43.1% | -27.4% |
| 3M | -30.9% | +21.4% | -52.3% | -32.9% |
| 6M | -35.5% | +38.1% | -73.6% | -40.0% |
| YTD | -18.7% | +19.0% | -37.7% | -20.6% |
| 1Y | -17.9% | +20.7% | -38.6% | -20.4% |
| 3Y | +838.1% | +64.3% | +773.8% | +696.9% |
| All | +884.2% | +56.4% | +827.8% | +744.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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