+3,154.0%
CLS vs VTV
+234.5%
+2,919.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +0.7% | +5.8% | +5.6% |
| 7D | +10.9% | -1.1% | +12.0% | +12.6% |
| 30D | +2.1% | -1.0% | +3.1% | +3.5% |
| 3M | -10.2% | +4.6% | -14.8% | -15.2% |
| 6M | +30.4% | +13.5% | +16.9% | +11.8% |
| YTD | +17.2% | +18.5% | -1.3% | -5.1% |
| 1Y | +41.0% | +22.9% | +18.1% | +9.2% |
| 3Y | +1,338.0% | +67.8% | +1,270.1% | +675.5% |
| 5Y | +3,860.6% | +81.8% | +3,778.7% | +1,876.0% |
| All | +3,154.0% | +234.5% | +2,919.5% | +870.0% |
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