+814.4%
VOO vs CLS
+3,043.9%
-2,229.6%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.6% | -4.9% | -1.2% |
| 7D | +3.3% | +23.5% | -20.3% | -0.9% |
| 30D | -2.7% | -28.9% | +26.2% | +2.9% |
| 3M | -1.7% | -25.2% | +23.4% | +2.2% |
| 6M | +3.1% | -32.1% | +35.2% | +7.2% |
| YTD | +11.9% | -14.1% | +26.0% | +8.6% |
| 1Y | +12.1% | -24.1% | +36.1% | +10.4% |
| 3Y | +78.6% | +897.0% | -818.4% | -11.3% |
| 5Y | +73.8% | +2,089.9% | -2,016.1% | -31.3% |
| 10Y | +312.3% | +2,022.2% | -1,709.9% | +46.2% |
| All | +814.4% | +3,043.9% | -2,229.6% | +167.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling