+1,721.3%
CLS vs VTV
+721.7%
+999.6%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.1% | +1.1% |
| 7D | +4.6% | +0.5% | +4.1% | +4.0% |
| 30D | -13.9% | +1.1% | -15.0% | -14.9% |
| 3M | -26.6% | +5.9% | -32.4% | -31.0% |
| 6M | +15.4% | +11.6% | +3.8% | +2.7% |
| YTD | +5.7% | +19.8% | -14.2% | -13.5% |
| 1Y | +41.1% | +26.2% | +14.9% | +8.9% |
| 3Y | +1,228.6% | +68.5% | +1,160.1% | +660.4% |
| 5Y | +3,240.6% | +79.9% | +3,160.8% | +1,712.5% |
| 10Y | +2,760.3% | +229.7% | +2,530.7% | +727.2% |
| All | +1,721.3% | +721.7% | +999.6% | +75.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling