+3,231.7%
CLS vs VSAT
+657.9%
+2,573.8%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.0% | -4.2% | -0.6% |
| 7D | +4.6% | +11.8% | -7.2% | +1.2% |
| 30D | -13.9% | -7.0% | -6.8% | -12.3% |
| 3M | -26.6% | +3.3% | -29.8% | -28.3% |
| 6M | +15.4% | +57.4% | -42.0% | -1.6% |
| YTD | +5.7% | +118.6% | -112.9% | -18.9% |
| 1Y | +41.1% | +150.2% | -109.1% | +3.4% |
| 3Y | +1,228.6% | +160.7% | +1,067.9% | +677.8% |
| 5Y | +3,240.6% | +51.2% | +3,189.5% | +1,978.4% |
| 10Y | +2,760.3% | -0.7% | +2,761.0% | +1,790.9% |
| All | +3,231.7% | +657.9% | +2,573.8% | +618.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VSAT.
Daily Out/Under-Performance
Portfolio return minus VSAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSAT 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 VSAT 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