+77.5%
VOO vs CLS
+804.7%
-727.2%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +7.9% | -5.5% | +1.4% |
| 7D | +0.1% | -10.6% | +10.6% | +1.2% |
| 30D | -3.3% | -38.4% | +35.1% | +1.7% |
| 3M | -2.4% | -29.9% | +27.5% | +0.7% |
| 6M | +2.6% | -40.6% | +43.2% | +6.9% |
| YTD | +11.3% | -24.6% | +35.9% | +11.1% |
| 1Y | +13.4% | -30.8% | +44.2% | +13.8% |
| All | +77.5% | +804.7% | -727.2% | +15.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CLS.
Daily Out/Under-Performance
Portfolio return minus CLS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLS 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 CLS 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