+3,269.5%
CLS vs VO
+42.6%
+3,226.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +1.1% |
| 7D | +4.6% | -0.3% | +4.8% | +5.1% |
| 30D | -13.9% | -0.3% | -13.6% | -13.0% |
| 3M | -26.6% | +2.9% | -29.5% | -28.8% |
| 6M | +15.4% | +9.3% | +6.1% | +3.4% |
| YTD | +5.7% | +14.2% | -8.5% | -11.4% |
| 1Y | +41.1% | +15.3% | +25.9% | +17.4% |
| 3Y | +1,228.6% | +56.2% | +1,172.3% | +679.0% |
| All | +3,269.5% | +42.6% | +3,226.8% | +2,088.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling