-29.6%
CLS vs VWO
+5.9%
-35.5%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | +1.7% | -10.8% | -13.0% |
| 7D | -21.1% | -1.3% | -19.8% | -18.8% |
| 30D | -38.2% | -7.1% | -31.1% | -25.8% |
| 3M | -36.3% | -6.1% | -30.2% | -25.3% |
| 6M | -43.8% | -3.9% | -39.9% | -36.5% |
| YTD | -20.0% | +5.0% | -25.0% | -33.9% |
| 1Y | -29.6% | +6.0% | -35.6% | -43.3% |
| All | -29.6% | +5.9% | -35.5% | -43.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VWO.
Daily Out/Under-Performance
Portfolio return minus VWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VWO 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 1y: compounded portfolio wealth divided by compounded VWO 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…
1y analysis · Full analysis span regression · 6 months rolling