+654.4%
VRT vs CL
+43.4%
+611.0%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.8% | -5.4% | -3.0% |
| 7D | +10.5% | +3.2% | +7.3% | +11.8% |
| 30D | -9.3% | +8.0% | -17.4% | -6.4% |
| 3M | -29.6% | +7.9% | -37.5% | -27.1% |
| 6M | -45.4% | +14.7% | -60.1% | -42.2% |
| YTD | +24.8% | +29.2% | -4.3% | +35.6% |
| 1Y | +23.6% | +29.5% | -5.9% | +34.5% |
| 3Y | +379.7% | +40.7% | +339.0% | +368.2% |
| All | +654.4% | +43.4% | +611.0% | +613.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling