+2.4%
VOO vs CLS
-40.5%
+42.9%
-5.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +7.9% | -5.5% | +1.6% |
| 7D | +0.1% | -10.6% | +10.6% | +0.8% |
| 30D | -3.3% | -38.4% | +35.1% | +0.2% |
| 3M | -2.4% | -29.9% | +27.5% | -0.1% |
| All | +2.4% | -40.5% | +42.9% | +5.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling