+6.8%
VRT vs CLS
-34.6%
+41.4%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +5.4% |
| 3M | -26.4% | -29.9% | +3.5% | -12.4% |
| 6M | -41.0% | -40.6% | -0.4% | -25.7% |
| YTD | +23.8% | -24.6% | +48.4% | +33.2% |
| All | +6.8% | -34.6% | +41.4% | +22.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling