+3,038.3%
CLS vs VMC
+146.8%
+2,891.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.3% | +4.4% | +2.8% |
| 7D | +20.1% | -5.3% | +25.4% | +23.4% |
| 30D | +6.0% | -12.3% | +18.3% | +13.2% |
| 3M | -10.3% | -10.3% | 0.0% | -6.3% |
| 6M | +24.5% | -8.6% | +33.1% | +28.7% |
| YTD | +12.9% | -11.9% | +24.7% | +18.1% |
| 1Y | +36.7% | -13.9% | +50.6% | +44.8% |
| 3Y | +1,328.1% | +18.2% | +1,309.9% | +1,192.5% |
| 5Y | +3,682.3% | +47.7% | +3,634.6% | +2,934.2% |
| 10Y | +3,038.3% | +152.5% | +2,885.8% | +1,865.1% |
| All | +3,038.3% | +146.8% | +2,891.5% | +1,865.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded VMC 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling