+1,929.4%
CLS vs VMC
+129.3%
+1,800.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | -1.0% | +9.5% | +9.0% |
| 7D | +2.8% | -4.3% | +7.1% | +5.5% |
| 30D | -30.1% | +16.2% | -46.3% | -36.0% |
| 3M | -21.7% | -0.8% | -20.9% | -22.4% |
| 6M | -36.2% | +1.2% | -37.4% | -38.2% |
| YTD | -17.8% | +0.5% | -18.3% | -20.5% |
| 1Y | -26.8% | -2.9% | -23.9% | -27.5% |
| 3Y | +853.4% | +37.3% | +816.0% | +684.7% |
| 5Y | +2,005.0% | +48.8% | +1,956.2% | +1,545.2% |
| 10Y | +1,929.4% | +131.4% | +1,798.0% | +1,121.8% |
| All | +1,929.4% | +129.3% | +1,800.1% | +1,121.8% |
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