+379.7%
VRT vs CLS
+842.1%
-462.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -5.4% | +1.8% | -0.4% |
| 7D | +10.5% | +16.3% | -5.8% | +0.9% |
| 30D | -9.3% | -25.7% | +16.3% | +8.4% |
| 3M | -29.6% | -30.9% | +1.3% | -13.2% |
| 6M | -45.4% | -35.5% | -9.9% | -32.7% |
| YTD | +24.8% | -18.7% | +43.5% | +27.7% |
| 1Y | +23.6% | -17.9% | +41.5% | +23.4% |
| 3Y | +379.7% | +838.1% | -458.4% | -7.1% |
| All | +379.7% | +842.1% | -462.5% | -7.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling