+3,231.7%
CLS vs VRSN
+3,757.7%
-526.0%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +1.0% |
| 7D | +4.6% | +0.1% | +4.5% | +4.6% |
| 30D | -13.9% | -0.2% | -13.7% | -13.9% |
| 3M | -26.6% | -0.3% | -26.3% | -27.4% |
| 6M | +15.4% | +23.0% | -7.6% | +5.2% |
| YTD | +5.7% | +21.3% | -15.7% | -3.7% |
| 1Y | +41.1% | +6.7% | +34.4% | +33.8% |
| 3Y | +1,228.6% | +45.0% | +1,183.6% | +1,004.9% |
| 5Y | +3,240.6% | +35.0% | +3,205.6% | +2,728.3% |
| 10Y | +2,760.3% | +276.3% | +2,484.0% | +1,562.3% |
| All | +3,231.7% | +3,757.7% | -526.0% | +533.8% |
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