+2,795.8%
CLS vs VTEB
+26.0%
+2,769.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.6% | +1.9% |
| 7D | +20.1% | -0.7% | +20.8% | +21.2% |
| 30D | +6.0% | -2.1% | +8.1% | +9.3% |
| 3M | -10.3% | -2.7% | -7.6% | -6.7% |
| 6M | +24.5% | -2.1% | +26.6% | +28.7% |
| YTD | +12.9% | -1.1% | +14.0% | +15.1% |
| 1Y | +36.7% | +1.3% | +35.3% | +35.0% |
| 3Y | +1,328.1% | +9.0% | +1,319.1% | +1,156.3% |
| 5Y | +3,682.3% | +1.5% | +3,680.8% | +3,618.2% |
| 10Y | +3,038.3% | +18.5% | +3,019.8% | +3,175.5% |
| All | +2,795.8% | +26.0% | +2,769.9% | +3,469.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling