+1,678.9%
VRT vs CL
+81.6%
+1,597.3%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.0% | -0.1% | -14.0% | -14.0% |
| 7D | -28.1% | +5.9% | -34.1% | -27.8% |
| 30D | -30.2% | +13.8% | -43.9% | -29.7% |
| 3M | -36.4% | +6.4% | -42.8% | -36.0% |
| 6M | -48.2% | +15.6% | -63.8% | -47.9% |
| YTD | +9.2% | +27.9% | -18.7% | +9.1% |
| 1Y | -7.2% | +31.4% | -38.6% | -7.5% |
| 3Y | +338.7% | +41.4% | +297.3% | +308.1% |
| 5Y | +542.8% | +42.8% | +500.1% | +493.0% |
| All | +1,678.9% | +81.6% | +1,597.3% | +1,487.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling