+82.3%
VOO vs CLS
+3,459.5%
-3,377.3%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +5.6% | -6.2% | -1.4% |
| 7D | +0.5% | +12.8% | -12.2% | -1.4% |
| 30D | -0.9% | +3.8% | -4.8% | -1.8% |
| 3M | +3.9% | -14.6% | +18.5% | +5.2% |
| 6M | +14.5% | +32.2% | -17.7% | +6.6% |
| YTD | +13.0% | +11.6% | +1.3% | +7.1% |
| 1Y | +19.4% | +35.1% | -15.6% | +7.9% |
| 3Y | +78.9% | +1,312.5% | -1,233.7% | -10.5% |
| 5Y | +82.3% | +3,542.1% | -3,459.8% | -30.5% |
| All | +82.3% | +3,459.5% | -3,377.3% | -30.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling