+3,108.8%
CLS vs VSXY
+93.0%
+3,015.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.5% | -6.9% | -5.7% |
| 7D | +16.3% | -1.7% | +18.0% | +16.6% |
| 30D | -25.7% | +20.1% | -45.8% | -28.7% |
| 3M | -30.9% | +16.6% | -47.5% | -33.9% |
| 6M | -35.5% | +134.9% | -170.4% | -48.4% |
| YTD | -18.7% | +96.0% | -114.7% | -33.0% |
| 1Y | -17.9% | +203.8% | -221.7% | -39.2% |
| 3Y | +838.1% | +465.3% | +372.8% | +466.7% |
| 5Y | +1,971.9% | +106.3% | +1,865.6% | +1,401.3% |
| All | +3,108.8% | +93.0% | +3,015.8% | +2,212.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 10y: compounded portfolio wealth divided by compounded VSXY 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…
10y analysis · Full analysis span regression · 6 months rolling