+6.8%
VRT vs CL
+27.9%
-21.1%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +1.4% | +8.2% | +10.8% |
| 7D | -10.6% | +0.5% | -11.1% | -9.7% |
| 30D | -17.4% | +11.6% | -29.0% | -9.0% |
| 3M | -26.4% | +5.6% | -32.0% | -21.8% |
| 6M | -41.0% | +13.2% | -54.2% | -34.0% |
| YTD | +23.8% | +26.9% | -3.1% | +59.0% |
| All | +6.8% | +27.9% | -21.1% | +39.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling