+1,934.0%
VRT vs CL
+83.4%
+1,850.5%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.8% | -5.4% | -3.5% |
| 7D | +10.5% | +3.2% | +7.3% | +10.8% |
| 30D | -9.3% | +8.0% | -17.4% | -8.8% |
| 3M | -29.6% | +7.9% | -37.5% | -29.1% |
| 6M | -45.4% | +14.7% | -60.1% | -45.0% |
| YTD | +24.8% | +29.2% | -4.3% | +24.9% |
| 1Y | +23.6% | +29.5% | -5.9% | +23.6% |
| 3Y | +379.7% | +40.7% | +339.0% | +348.5% |
| 5Y | +660.3% | +43.9% | +616.5% | +602.3% |
| All | +1,934.0% | +83.4% | +1,850.5% | +1,716.1% |
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