+812.9%
CLS vs VLTO
+56.1%
+756.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +0.8% | +7.0% | +7.8% |
| 7D | -10.6% | +2.0% | -12.6% | -10.7% |
| 30D | -38.4% | +21.8% | -60.2% | -40.3% |
| 3M | -29.9% | +20.2% | -50.1% | -31.8% |
| 6M | -40.6% | +36.3% | -77.0% | -44.5% |
| YTD | -24.6% | +18.8% | -43.4% | -26.3% |
| 1Y | -30.8% | +20.4% | -51.2% | -32.9% |
| 3Y | +811.7% | +71.9% | +739.8% | +660.9% |
| All | +812.9% | +56.1% | +756.7% | +683.7% |
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