+1,914.6%
CLS vs VTV
+230.1%
+1,684.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.2% | -5.6% | -5.7% |
| 7D | +16.3% | +2.9% | +13.4% | +12.1% |
| 30D | -25.7% | +3.8% | -29.4% | -29.2% |
| 3M | -30.9% | +1.6% | -32.4% | -32.3% |
| 6M | -35.5% | +11.2% | -46.7% | -43.6% |
| YTD | -18.7% | +22.0% | -40.7% | -36.7% |
| 1Y | -17.9% | +24.9% | -42.8% | -37.8% |
| 3Y | +838.1% | +78.5% | +759.6% | +365.6% |
| 5Y | +1,971.9% | +77.8% | +1,894.1% | +950.4% |
| All | +1,914.6% | +230.1% | +1,684.5% | +459.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VTV.
Daily Out/Under-Performance
Portfolio return minus VTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTV 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 VTV 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