-43.8%
CLS vs VST
-23.5%
-20.3%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | -13.8% | +4.8% | -1.0% |
| 7D | -21.1% | -15.7% | -5.4% | -12.9% |
| 30D | -38.2% | -17.0% | -21.2% | -30.7% |
| 3M | -36.3% | -15.9% | -20.4% | -28.7% |
| 6M | -43.8% | -25.0% | -18.8% | -34.8% |
| All | -43.8% | -23.5% | -20.3% | -34.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling