+2,277.8%
CLS vs VMC
+1,115.0%
+1,162.8%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +2.6% | +5.3% | +6.6% |
| 7D | -10.6% | +0.3% | -10.8% | -10.7% |
| 30D | -38.4% | +18.6% | -57.0% | -43.7% |
| 3M | -29.9% | +2.0% | -31.9% | -31.4% |
| 6M | -40.6% | +2.6% | -43.2% | -42.6% |
| YTD | -24.6% | +2.3% | -26.8% | -27.3% |
| 1Y | -30.8% | +1.7% | -32.5% | -32.8% |
| 3Y | +811.7% | +41.7% | +770.0% | +659.2% |
| 5Y | +1,838.4% | +46.6% | +1,791.8% | +1,482.1% |
| 10Y | +1,751.5% | +140.3% | +1,611.2% | +1,032.6% |
| All | +2,277.8% | +1,115.0% | +1,162.8% | +368.7% |
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