-35.3%
CLS vs VST
-30.9%
-4.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +7.3% | +0.5% | +3.3% |
| 7D | -10.6% | -0.5% | -10.0% | -10.4% |
| 30D | -38.4% | -17.1% | -21.4% | -30.9% |
| 3M | -29.9% | -4.6% | -25.3% | -27.6% |
| 6M | -40.6% | -9.1% | -31.6% | -38.2% |
| YTD | -24.6% | -16.6% | -8.0% | -19.7% |
| All | -35.3% | -30.9% | -4.5% | -14.1% |
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