+1,763.7%
CLS vs VO
+32.6%
+1,731.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.7% |
| 7D | -22.2% | -2.6% | -19.6% | -18.6% |
| 30D | -44.4% | -0.9% | -43.4% | -43.2% |
| 3M | -34.3% | -3.0% | -31.3% | -30.3% |
| 6M | -50.1% | +2.2% | -52.3% | -50.5% |
| YTD | -30.1% | +10.6% | -40.7% | -37.8% |
| 1Y | -39.3% | +12.5% | -51.9% | -47.0% |
| 3Y | +732.7% | +61.4% | +671.3% | +383.0% |
| All | +1,763.7% | +32.6% | +1,731.0% | +1,242.7% |
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