+114.6%
CLSE vs VT
+66.6%
+47.9%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -4.1% | +1.0% | -0.7% |
| 7D | -4.9% | -4.2% | -0.8% | -2.6% |
| 30D | -8.2% | -5.8% | -2.4% | -4.9% |
| 3M | -7.6% | -5.2% | -2.4% | -4.7% |
| 6M | -1.4% | +0.1% | -1.5% | -1.6% |
| YTD | +15.3% | +8.2% | +7.1% | +9.9% |
| 1Y | +18.3% | +10.1% | +8.2% | +11.7% |
| 3Y | +96.0% | +69.7% | +26.3% | +47.1% |
| All | +114.6% | +66.6% | +47.9% | +61.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling