+1,838.4%
CLS vs VMC
+43.6%
+1,794.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +2.6% | +5.3% | +6.2% |
| 7D | -10.6% | +0.3% | -10.8% | -10.7% |
| 30D | -38.4% | +18.6% | -57.0% | -45.5% |
| 3M | -29.9% | +2.0% | -31.9% | -31.7% |
| 6M | -40.6% | +2.6% | -43.2% | -43.4% |
| YTD | -24.6% | +2.3% | -26.8% | -28.9% |
| 1Y | -30.8% | +1.7% | -32.5% | -34.0% |
| 3Y | +811.7% | +41.7% | +770.0% | +571.1% |
| 5Y | +1,838.4% | +46.6% | +1,791.8% | +1,245.8% |
| All | +1,838.4% | +43.6% | +1,794.9% | +1,245.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling