-29.6%
CLS vs VTEB
+0.4%
-30.0%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | +0.4% | -9.5% | -9.6% |
| 7D | -21.1% | +0.9% | -22.0% | -22.2% |
| 30D | -38.2% | +3.7% | -41.9% | -43.1% |
| 3M | -36.3% | -0.8% | -35.5% | -27.8% |
| 6M | -43.8% | -0.9% | -42.9% | -36.2% |
| YTD | -20.0% | -0.1% | -19.9% | -12.5% |
| 1Y | -29.6% | +0.2% | -29.8% | -23.7% |
| All | -29.6% | +0.4% | -30.0% | -23.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 1y: compounded portfolio wealth divided by compounded VTEB 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…
1y analysis · Full analysis span regression · 6 months rolling