-39.3%
CLS vs VST
-31.4%
-8.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +10.6% | -10.0% | -5.8% |
| 7D | -22.2% | -9.8% | -12.4% | -17.2% |
| 30D | -44.4% | -25.1% | -19.2% | -33.9% |
| 3M | -34.3% | -11.6% | -22.7% | -29.0% |
| 6M | -50.1% | -20.9% | -29.1% | -43.3% |
| YTD | -30.1% | -22.3% | -7.8% | -22.2% |
| 1Y | -39.3% | -32.0% | -7.3% | -21.6% |
| All | -39.3% | -31.4% | -8.0% | -21.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VST.
Daily Out/Under-Performance
Portfolio return minus VST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VST 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 1y: compounded portfolio wealth divided by compounded VST 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…
1y analysis · Full analysis span regression · 6 months rolling