+3,616.8%
CLS vs VWO
+32.1%
+3,584.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.5% | -1.0% | -0.2% |
| 7D | +5.0% | -1.7% | +6.7% | +7.7% |
| 30D | +4.8% | -0.3% | +5.1% | +5.5% |
| 3M | -10.4% | +4.0% | -14.4% | -14.4% |
| 6M | +20.8% | +8.1% | +12.7% | +11.2% |
| YTD | +10.0% | +11.6% | -1.6% | -2.6% |
| 1Y | +28.5% | +16.2% | +12.3% | +9.3% |
| 3Y | +1,292.2% | +63.3% | +1,228.9% | +697.9% |
| 5Y | +3,616.8% | +33.4% | +3,583.4% | +2,649.9% |
| All | +3,616.8% | +32.1% | +3,584.7% | +2,649.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling