+1,105.1%
CLS vs VO
+797.8%
+307.3%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.7% |
| 7D | -22.2% | -2.6% | -19.6% | -19.5% |
| 30D | -44.4% | -0.9% | -43.4% | -43.5% |
| 3M | -34.3% | -3.0% | -31.3% | -31.3% |
| 6M | -50.1% | +2.2% | -52.3% | -50.3% |
| YTD | -30.1% | +10.6% | -40.7% | -36.0% |
| 1Y | -39.3% | +12.5% | -51.9% | -45.2% |
| 3Y | +732.7% | +61.4% | +671.3% | +425.8% |
| 5Y | +1,777.2% | +33.4% | +1,743.8% | +1,378.1% |
| 10Y | +1,645.6% | +201.5% | +1,444.1% | +483.9% |
| All | +1,105.1% | +797.8% | +307.3% | +3.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling