+4,070.2%
CLS vs VSXY
+37.4%
+4,032.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.6% | -1.8% | +0.3% |
| 7D | +4.6% | -14.0% | +18.6% | +7.4% |
| 30D | -13.9% | -15.9% | +2.0% | -11.5% |
| 3M | -26.6% | +3.4% | -30.0% | -28.2% |
| 6M | +15.4% | +25.9% | -10.5% | +5.8% |
| YTD | +5.7% | +39.5% | -33.8% | -6.0% |
| 1Y | +41.1% | +194.4% | -153.2% | +5.3% |
| 3Y | +1,228.6% | +281.4% | +947.2% | +770.5% |
| 5Y | +3,240.6% | +12.8% | +3,227.9% | +2,524.7% |
| All | +4,070.2% | +37.4% | +4,032.8% | +3,146.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling