+3,231.7%
CLS vs VMC
+1,000.4%
+2,231.3%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.1% | +0.4% |
| 7D | +4.6% | -4.3% | +8.9% | +6.7% |
| 30D | -13.9% | -8.2% | -5.6% | -10.4% |
| 3M | -26.6% | -7.0% | -19.5% | -24.9% |
| 6M | +15.4% | -10.8% | +26.2% | +20.7% |
| YTD | +5.7% | -7.4% | +13.1% | +7.8% |
| 1Y | +41.1% | -9.5% | +50.6% | +45.6% |
| 3Y | +1,228.6% | +20.5% | +1,208.1% | +1,108.6% |
| 5Y | +3,240.6% | +51.6% | +3,189.1% | +2,609.8% |
| 10Y | +2,760.3% | +150.0% | +2,610.3% | +1,625.9% |
| All | +3,231.7% | +1,000.4% | +2,231.3% | +594.7% |
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 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