+2,277.8%
CLS vs VSAT
+648.4%
+1,629.4%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +16.3% | -8.4% | +3.2% |
| 7D | -10.6% | +0.4% | -10.9% | -10.6% |
| 30D | -38.4% | +3.3% | -41.7% | -38.9% |
| 3M | -29.9% | -7.5% | -22.4% | -28.4% |
| 6M | -40.6% | +6.2% | -46.9% | -43.2% |
| YTD | -24.6% | +115.8% | -140.4% | -41.9% |
| 1Y | -30.8% | +107.7% | -138.5% | -45.9% |
| 3Y | +811.7% | +292.0% | +519.7% | +379.2% |
| 5Y | +1,838.4% | +35.3% | +1,803.1% | +1,160.7% |
| 10Y | +1,751.5% | -5.2% | +1,756.7% | +1,146.3% |
| All | +2,277.8% | +648.4% | +1,629.4% | +414.9% |
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