+1,740.6%
VRT vs CL
+77.7%
+1,662.9%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.2% | +5.6% | +3.3% |
| 7D | -21.4% | +1.3% | -22.7% | -21.2% |
| 30D | -25.8% | +11.4% | -37.2% | -25.4% |
| 3M | -33.5% | +4.4% | -38.0% | -33.3% |
| 6M | -49.0% | +10.8% | -59.8% | -48.8% |
| YTD | +12.9% | +25.1% | -12.2% | +12.8% |
| 1Y | 0.0% | +28.0% | -27.9% | -0.4% |
| 3Y | +361.8% | +37.6% | +324.2% | +329.6% |
| 5Y | +565.1% | +39.7% | +525.4% | +512.6% |
| All | +1,740.6% | +77.7% | +1,662.9% | +1,539.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL 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 10y: compounded portfolio wealth divided by compounded CL 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…
10y analysis · Full analysis span regression · 6 months rolling