+746.4%
CLS vs VLTO
+54.8%
+691.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.5% |
| 7D | -22.2% | +5.4% | -27.6% | -22.6% |
| 30D | -44.4% | +22.3% | -66.7% | -46.2% |
| 3M | -34.3% | +19.6% | -53.9% | -36.1% |
| 6M | -50.1% | +35.2% | -85.2% | -53.3% |
| YTD | -30.1% | +17.9% | -47.9% | -31.6% |
| 1Y | -39.3% | +19.5% | -58.9% | -41.1% |
| 3Y | +732.7% | +73.9% | +658.8% | +590.4% |
| All | +746.4% | +54.8% | +691.5% | +627.3% |
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