+1,751.5%
CLS vs VT
+223.7%
+1,527.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +2.6% | +5.3% | +3.7% |
| 7D | -10.6% | +0.4% | -10.9% | -10.7% |
| 30D | -38.4% | -2.6% | -35.9% | -35.1% |
| 3M | -29.9% | -3.2% | -26.6% | -24.9% |
| 6M | -40.6% | +0.9% | -41.6% | -39.4% |
| YTD | -24.6% | +11.3% | -35.9% | -32.7% |
| 1Y | -30.8% | +14.0% | -44.8% | -39.7% |
| 3Y | +811.7% | +75.8% | +735.9% | +370.9% |
| 5Y | +1,838.4% | +57.8% | +1,780.6% | +1,068.8% |
| 10Y | +1,751.5% | +219.8% | +1,531.7% | +403.6% |
| All | +1,751.5% | +223.7% | +1,527.8% | +403.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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