+2,277.8%
CLS vs VRSN
+3,939.5%
-1,661.7%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | -0.9% | +8.8% | +8.2% |
| 7D | -10.6% | -0.8% | -9.7% | -10.3% |
| 30D | -38.4% | +0.7% | -39.1% | -38.6% |
| 3M | -29.9% | +4.1% | -34.0% | -31.1% |
| 6M | -40.6% | +6.7% | -47.4% | -42.9% |
| YTD | -24.6% | +27.1% | -51.7% | -32.5% |
| 1Y | -30.8% | +28.0% | -58.8% | -38.3% |
| 3Y | +811.7% | +52.6% | +759.1% | +643.3% |
| 5Y | +1,838.4% | +33.3% | +1,805.1% | +1,546.3% |
| 10Y | +1,751.5% | +279.5% | +1,472.0% | +970.9% |
| All | +2,277.8% | +3,939.5% | -1,661.7% | +344.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSN.
Daily Out/Under-Performance
Portfolio return minus VRSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSN 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 VRSN 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