+366.1%
VRT vs CL
+39.6%
+326.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.2% | -3.3% | -3.0% |
| 7D | -17.7% | +2.6% | -20.3% | -15.7% |
| 30D | -20.0% | +11.8% | -31.8% | -11.9% |
| 3M | -28.1% | +5.9% | -34.0% | -23.6% |
| 6M | -42.8% | +13.3% | -56.2% | -35.3% |
| YTD | +20.0% | +27.1% | -7.1% | +49.3% |
| 1Y | +3.5% | +28.0% | -24.5% | +30.0% |
| 3Y | +366.1% | +39.4% | +326.7% | +436.5% |
| All | +366.1% | +39.6% | +326.5% | +436.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling