-48.2%
VRT vs CL
+16.9%
-65.1%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.0% | -0.1% | -14.0% | -14.1% |
| 7D | -28.1% | +5.9% | -34.1% | -21.5% |
| 30D | -30.2% | +13.8% | -43.9% | -15.5% |
| 3M | -36.4% | +6.4% | -42.8% | -29.8% |
| 6M | -48.2% | +15.6% | -63.8% | -35.5% |
| All | -48.2% | +16.9% | -65.1% | -35.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling