+2,288.2%
CLS vs VRSN
+4,009.2%
-1,721.1%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.7% | -1.3% | -0.2% |
| 7D | -13.9% | -0.9% | -13.0% | -13.6% |
| 30D | -38.2% | +2.4% | -40.6% | -38.7% |
| 3M | -28.8% | +6.4% | -35.2% | -30.6% |
| 6M | -40.4% | +8.6% | -48.9% | -43.0% |
| YTD | -24.3% | +29.3% | -53.5% | -32.7% |
| 1Y | -35.0% | +27.2% | -62.2% | -42.0% |
| 3Y | +778.7% | +52.8% | +725.9% | +616.0% |
| 5Y | +1,884.8% | +36.7% | +1,848.1% | +1,571.0% |
| 10Y | +1,761.1% | +290.8% | +1,470.3% | +965.6% |
| All | +2,288.2% | +4,009.2% | -1,721.1% | +343.5% |
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