+2,944.0%
CLS vs VO
+192.5%
+2,751.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -0.6% | +6.2% | +6.4% |
| 7D | +12.8% | +0.6% | +12.1% | +11.9% |
| 30D | +3.8% | -1.1% | +4.9% | +5.6% |
| 3M | -14.6% | +4.5% | -19.2% | -18.8% |
| 6M | +32.2% | +11.1% | +21.2% | +18.2% |
| YTD | +11.6% | +13.5% | -1.9% | -3.1% |
| 1Y | +35.1% | +14.5% | +20.6% | +16.7% |
| 3Y | +1,312.5% | +58.1% | +1,254.4% | +772.5% |
| 5Y | +3,542.1% | +43.3% | +3,498.8% | +2,436.7% |
| 10Y | +2,944.0% | +193.2% | +2,750.8% | +1,004.6% |
| All | +2,944.0% | +192.5% | +2,751.5% | +1,004.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling