+811.7%
CLS vs VUG
+79.9%
+731.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +2.8% | +5.1% | +2.1% |
| 7D | -10.6% | +0.5% | -11.1% | -11.1% |
| 30D | -38.4% | -8.2% | -30.3% | -25.4% |
| 3M | -29.9% | -5.4% | -24.4% | -19.4% |
| 6M | -40.6% | -2.5% | -38.1% | -34.8% |
| YTD | -24.6% | +4.2% | -28.8% | -26.8% |
| 1Y | -30.8% | +5.0% | -35.8% | -32.7% |
| 3Y | +811.7% | +81.7% | +730.0% | +243.7% |
| All | +811.7% | +79.9% | +731.9% | +243.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VUG.
Daily Out/Under-Performance
Portfolio return minus VUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VUG 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 3y: compounded portfolio wealth divided by compounded VUG 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…
3y analysis · Full analysis span regression · 6 months rolling