+2,763.0%
CLS vs VST
+1,175.7%
+1,587.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.5% | -2.7% | -0.9% |
| 7D | +4.6% | +8.9% | -4.3% | +0.1% |
| 30D | -13.9% | +6.2% | -20.1% | -16.5% |
| 3M | -26.6% | -2.7% | -23.8% | -26.1% |
| 6M | +15.4% | -8.4% | +23.8% | +19.4% |
| YTD | +5.7% | -7.2% | +12.9% | +7.6% |
| 1Y | +41.1% | -20.9% | +62.0% | +54.8% |
| 3Y | +1,228.6% | +384.0% | +844.6% | +619.0% |
| 5Y | +3,240.6% | +757.1% | +2,483.6% | +1,333.5% |
| All | +2,763.0% | +1,175.7% | +1,587.3% | +1,027.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling