+3,004.1%
CLS vs VMC
+155.1%
+2,849.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -1.6% | +7.3% | +6.5% |
| 7D | +12.8% | -0.5% | +13.3% | +12.9% |
| 30D | +3.8% | -9.1% | +12.9% | +8.8% |
| 3M | -14.6% | -4.1% | -10.5% | -14.0% |
| 6M | +32.2% | -5.5% | +37.8% | +34.4% |
| YTD | +11.6% | -8.9% | +20.5% | +14.8% |
| 1Y | +35.1% | -12.9% | +48.0% | +42.4% |
| 3Y | +1,312.5% | +22.1% | +1,290.4% | +1,156.7% |
| 5Y | +3,542.1% | +52.7% | +3,489.3% | +2,772.1% |
| All | +3,004.1% | +155.1% | +2,849.1% | +1,810.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling