+3,682.3%
CLS vs VTV
+80.1%
+3,602.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.4% | +1.6% |
| 7D | +20.1% | -0.7% | +20.8% | +21.4% |
| 30D | +6.0% | -0.5% | +6.5% | +6.8% |
| 3M | -10.3% | +5.3% | -15.6% | -17.4% |
| 6M | +24.5% | +12.9% | +11.6% | +3.5% |
| YTD | +12.9% | +18.5% | -5.6% | -13.4% |
| 1Y | +36.7% | +25.3% | +11.4% | -3.8% |
| 3Y | +1,328.1% | +68.2% | +1,259.9% | +559.0% |
| 5Y | +3,682.3% | +80.6% | +3,601.7% | +1,443.8% |
| All | +3,682.3% | +80.1% | +3,602.2% | +1,443.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling