-36.4%
VRT vs CL
+8.0%
-44.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.0% | -0.1% | -14.0% | -14.1% |
| 7D | -28.1% | +5.9% | -34.1% | -21.8% |
| 30D | -30.2% | +13.8% | -43.9% | -18.3% |
| 3M | -36.4% | +6.4% | -42.8% | -31.5% |
| All | -36.4% | +8.0% | -44.4% | -31.5% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling