+1,917.9%
VRT vs CLS
+1,756.1%
+161.8%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +7.9% | +1.8% | +5.5% |
| 7D | -10.6% | -10.6% | 0.0% | -4.5% |
| 30D | -17.4% | -38.4% | +21.0% | +6.4% |
| 3M | -26.4% | -29.9% | +3.5% | -12.1% |
| 6M | -41.0% | -40.6% | -0.4% | -25.5% |
| YTD | +23.8% | -24.6% | +48.4% | +34.4% |
| 1Y | +11.6% | -30.8% | +42.4% | +24.9% |
| 3Y | +403.5% | +811.7% | -408.2% | +58.7% |
| 5Y | +647.0% | +1,838.4% | -1,191.4% | +69.1% |
| All | +1,917.9% | +1,756.1% | +161.8% | +195.4% |
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