-24.1%
CLS vs VLTO
+20.4%
-44.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.1% | +5.7% | +4.2% |
| 7D | +23.5% | +0.8% | +22.7% | +23.9% |
| 30D | -28.9% | +18.7% | -47.6% | -24.3% |
| 3M | -25.2% | +21.7% | -46.9% | -19.8% |
| 6M | -32.1% | +35.8% | -67.9% | -26.2% |
| YTD | -14.1% | +18.3% | -32.3% | -7.6% |
| 1Y | -24.1% | +20.9% | -45.0% | -17.6% |
| All | -24.1% | +20.4% | -44.5% | -17.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling