+728.5%
CLS vs VST
+229.5%
+499.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.0% | -6.2% | -6.9% | -9.1% |
| 7D | -27.3% | -19.9% | -7.4% | -16.1% |
| 30D | -47.0% | -29.7% | -17.4% | -33.7% |
| 3M | -43.3% | -19.6% | -23.7% | -35.0% |
| 6M | -50.8% | -29.4% | -21.4% | -39.5% |
| YTD | -30.4% | -29.7% | -0.7% | -15.7% |
| 1Y | -41.7% | -40.0% | -1.6% | -21.9% |
| All | +728.5% | +229.5% | +499.0% | +411.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling