+4,242.1%
CLS vs VSXY
+33.4%
+4,208.6%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.1% | +0.6% | -1.9% |
| 7D | +5.0% | -0.3% | +5.3% | +5.0% |
| 30D | +4.8% | -22.1% | +26.8% | +9.7% |
| 3M | -10.4% | -1.1% | -9.2% | -11.5% |
| 6M | +20.8% | +53.8% | -33.0% | +6.1% |
| YTD | +10.0% | +35.5% | -25.5% | -1.5% |
| 1Y | +28.5% | +186.0% | -157.5% | -3.6% |
| 3Y | +1,292.2% | +343.2% | +949.0% | +782.0% |
| 5Y | +3,616.8% | +19.0% | +3,597.8% | +2,832.4% |
| All | +4,242.1% | +33.4% | +4,208.6% | +3,301.5% |
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