-35.3%
CLS vs VMC
+1.5%
-36.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +2.6% | +5.3% | +7.2% |
| 7D | -10.6% | +0.3% | -10.8% | -10.4% |
| 30D | -38.4% | +18.6% | -57.0% | -41.2% |
| 3M | -29.9% | +2.0% | -31.9% | -29.5% |
| 6M | -40.6% | +2.6% | -43.2% | -41.4% |
| YTD | -24.6% | +2.3% | -26.8% | -33.7% |
| All | -35.3% | +1.5% | -36.8% | -39.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling