+3,682.3%
CLS vs VSXY
+19.3%
+3,663.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.5% | +4.6% | +1.9% |
| 7D | +20.1% | -10.7% | +30.8% | +22.5% |
| 30D | +6.0% | -24.3% | +30.3% | +12.0% |
| 3M | -10.3% | +1.0% | -11.3% | -11.9% |
| 6M | +24.5% | +57.4% | -32.9% | +7.9% |
| YTD | +12.9% | +39.8% | -26.9% | -0.4% |
| 1Y | +36.7% | +196.5% | -159.8% | -0.4% |
| 3Y | +1,328.1% | +357.2% | +970.8% | +759.5% |
| 5Y | +3,682.3% | +18.9% | +3,663.4% | +2,915.9% |
| All | +3,682.3% | +19.3% | +3,663.0% | +2,915.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling