+1,917.9%
VRT vs CL
+80.3%
+1,837.6%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +1.4% | +8.2% | +9.7% |
| 7D | -10.6% | +0.5% | -11.1% | -10.5% |
| 30D | -17.4% | +11.6% | -29.0% | -16.9% |
| 3M | -26.4% | +5.6% | -32.0% | -26.0% |
| 6M | -41.0% | +13.2% | -54.2% | -40.8% |
| YTD | +23.8% | +26.9% | -3.1% | +23.7% |
| 1Y | +11.6% | +27.3% | -15.7% | +11.5% |
| 3Y | +403.5% | +39.7% | +363.8% | +368.7% |
| 5Y | +647.0% | +41.3% | +605.7% | +589.2% |
| All | +1,917.9% | +80.3% | +1,837.6% | +1,699.3% |
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