+2,296.7%
CLS vs VT
+345.0%
+1,951.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.0% | -4.1% | -8.9% | -7.8% |
| 7D | -27.3% | -4.2% | -23.1% | -22.9% |
| 30D | -47.0% | -5.8% | -41.2% | -42.3% |
| 3M | -43.3% | -5.2% | -38.1% | -38.4% |
| 6M | -50.8% | +0.1% | -50.9% | -49.4% |
| YTD | -30.4% | +8.2% | -38.7% | -34.3% |
| 1Y | -41.7% | +10.1% | -51.8% | -45.5% |
| 3Y | +701.4% | +69.7% | +631.7% | +377.5% |
| 5Y | +1,767.8% | +53.4% | +1,714.4% | +1,177.5% |
| 10Y | +1,636.8% | +219.2% | +1,417.6% | +446.7% |
| All | +2,296.7% | +345.0% | +1,951.8% | +377.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling