+742.1%
CLS vs VLTO
+54.1%
+688.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.0% | -0.4% | -12.6% | -13.0% |
| 7D | -27.3% | +12.0% | -39.3% | -28.4% |
| 30D | -47.0% | +20.8% | -67.9% | -48.6% |
| 3M | -43.3% | +20.1% | -63.4% | -45.0% |
| 6M | -50.8% | +32.6% | -83.4% | -53.7% |
| YTD | -30.4% | +17.3% | -47.7% | -31.9% |
| 1Y | -41.7% | +17.3% | -59.0% | -43.0% |
| 3Y | +701.4% | +66.9% | +634.5% | +574.5% |
| All | +742.1% | +54.1% | +688.0% | +624.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling