-29.6%
CLS vs VO
+16.3%
-45.9%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | +0.9% | -9.9% | -11.5% |
| 7D | -21.1% | +1.0% | -22.1% | -23.6% |
| 30D | -38.2% | +2.6% | -40.9% | -42.7% |
| 3M | -36.3% | -0.3% | -36.0% | -35.3% |
| 6M | -43.8% | +7.6% | -51.4% | -52.6% |
| YTD | -20.0% | +14.7% | -34.8% | -44.2% |
| 1Y | -29.6% | +16.4% | -46.0% | -52.1% |
| All | -29.6% | +16.3% | -45.9% | -52.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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