+2,826.7%
VRT vs CLS
+2,647.5%
+179.2%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +5.6% | -2.0% | +0.8% |
| 7D | +13.6% | +12.8% | +0.8% | +6.5% |
| 30D | +6.8% | +3.8% | +2.9% | +4.0% |
| 3M | -3.2% | -14.6% | +11.4% | +2.6% |
| 6M | +20.3% | +32.2% | -11.9% | -0.4% |
| YTD | +79.6% | +11.6% | +68.0% | +59.1% |
| 1Y | +139.0% | +35.1% | +103.9% | +87.1% |
| 3Y | +644.6% | +1,312.5% | -667.9% | +87.9% |
| 5Y | +1,024.4% | +3,542.1% | -2,517.7% | +91.0% |
| All | +2,826.7% | +2,647.5% | +179.2% | +249.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CLS.
Daily Out/Under-Performance
Portfolio return minus CLS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLS 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 10y: compounded portfolio wealth divided by compounded CLS 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…
10y analysis · Full analysis span regression · 6 months rolling