+2,288.2%
CLS vs VMC
+1,106.1%
+1,182.1%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.2% | +0.8% |
| 7D | -13.9% | +1.1% | -15.0% | -14.3% |
| 30D | -38.2% | +17.7% | -55.9% | -43.2% |
| 3M | -28.8% | +1.1% | -29.9% | -30.0% |
| 6M | -40.4% | +1.8% | -42.2% | -42.1% |
| YTD | -24.3% | +1.5% | -25.8% | -26.7% |
| 1Y | -35.0% | -1.1% | -33.9% | -36.1% |
| 3Y | +778.7% | +38.8% | +739.9% | +638.9% |
| 5Y | +1,884.8% | +49.6% | +1,835.3% | +1,505.5% |
| 10Y | +1,761.1% | +130.6% | +1,630.5% | +1,060.8% |
| All | +2,288.2% | +1,106.1% | +1,182.1% | +372.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling