+1,838.4%
CLS vs VST
+632.2%
+1,206.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +7.3% | +0.5% | +3.6% |
| 7D | -10.6% | -0.5% | -10.0% | -10.4% |
| 30D | -38.4% | -17.1% | -21.4% | -31.1% |
| 3M | -29.9% | -4.6% | -25.3% | -28.0% |
| 6M | -40.6% | -9.1% | -31.6% | -38.2% |
| YTD | -24.6% | -16.6% | -8.0% | -18.5% |
| 1Y | -30.8% | -29.5% | -1.3% | -17.4% |
| 3Y | +811.7% | +297.5% | +514.2% | +418.0% |
| 5Y | +1,838.4% | +654.5% | +1,183.9% | +755.5% |
| All | +1,838.4% | +632.2% | +1,206.2% | +755.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling