+816.8%
CLS vs VLTO
+56.3%
+760.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.4% |
| 7D | -13.9% | +1.6% | -15.5% | -14.0% |
| 30D | -38.2% | +22.0% | -60.1% | -40.1% |
| 3M | -28.8% | +21.9% | -50.7% | -31.1% |
| 6M | -40.4% | +36.5% | -76.9% | -44.3% |
| YTD | -24.3% | +19.0% | -43.2% | -26.0% |
| 1Y | -35.0% | +21.0% | -56.0% | -37.1% |
| 3Y | +778.7% | +69.9% | +708.8% | +636.9% |
| All | +816.8% | +56.3% | +760.5% | +687.0% |
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