+2,723.0%
VRT vs CL
+62.5%
+2,660.6%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.5% | +5.8% | +4.3% |
| 7D | +9.1% | -2.2% | +11.3% | +9.1% |
| 30D | +0.9% | -4.8% | +5.8% | +0.8% |
| 3M | -13.4% | +4.9% | -18.3% | -13.6% |
| 6M | +11.7% | -5.7% | +17.4% | +11.7% |
| YTD | +73.2% | +14.4% | +58.9% | +72.0% |
| 1Y | +123.4% | +8.7% | +114.7% | +122.8% |
| 3Y | +606.2% | +30.0% | +576.2% | +546.7% |
| 5Y | +899.9% | +28.4% | +871.5% | +814.7% |
| All | +2,723.0% | +62.5% | +2,660.6% | +2,401.6% |
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