+1,751.5%
CLS vs VO
+206.8%
+1,544.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +2.7% | +5.1% | +4.1% |
| 7D | -10.6% | -0.1% | -10.4% | -9.9% |
| 30D | -38.4% | +0.5% | -39.0% | -38.5% |
| 3M | -29.9% | -1.0% | -28.8% | -28.2% |
| 6M | -40.6% | +6.4% | -47.1% | -44.1% |
| YTD | -24.6% | +13.6% | -38.2% | -34.1% |
| 1Y | -30.8% | +14.5% | -45.3% | -39.6% |
| 3Y | +811.7% | +67.2% | +744.5% | +428.9% |
| 5Y | +1,838.4% | +36.1% | +1,802.4% | +1,337.5% |
| 10Y | +1,751.5% | +199.3% | +1,552.2% | +515.3% |
| All | +1,751.5% | +206.8% | +1,544.7% | +515.3% |
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