+113.0%
CLSE vs VT
+67.0%
+46.0%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.8% |
| 7D | -4.5% | -2.3% | -2.2% | -3.2% |
| 30D | -9.0% | -5.0% | -4.0% | -6.3% |
| 3M | -7.3% | -4.9% | -2.5% | -4.7% |
| 6M | -4.1% | -1.5% | -2.5% | -3.4% |
| YTD | +14.5% | +8.5% | +6.0% | +9.0% |
| 1Y | +17.7% | +11.4% | +6.3% | +10.4% |
| 3Y | +93.2% | +70.1% | +23.1% | +44.8% |
| All | +113.0% | +67.0% | +46.0% | +60.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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