+732.7%
CLS vs VST
+264.2%
+468.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +10.6% | -10.0% | -6.1% |
| 7D | -22.2% | -9.8% | -12.4% | -17.2% |
| 30D | -44.4% | -25.1% | -19.2% | -33.3% |
| 3M | -34.3% | -11.6% | -22.7% | -29.3% |
| 6M | -50.1% | -20.9% | -29.1% | -43.2% |
| YTD | -30.1% | -22.3% | -7.8% | -20.9% |
| 1Y | -39.3% | -32.0% | -7.3% | -25.3% |
| 3Y | +732.7% | +262.4% | +470.3% | +380.5% |
| All | +732.7% | +264.2% | +468.5% | +380.5% |
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