+611.0%
VRT vs CLS
+1,245.2%
-634.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.8% | +3.5% | +3.9% |
| 7D | +9.1% | +4.6% | +4.6% | +5.9% |
| 30D | +0.9% | -13.9% | +14.8% | +8.5% |
| 3M | -13.4% | -26.6% | +13.2% | +0.9% |
| 6M | +11.7% | +15.4% | -3.7% | -4.6% |
| YTD | +73.2% | +5.7% | +67.6% | +52.2% |
| 1Y | +123.4% | +41.1% | +82.3% | +54.3% |
| All | +611.0% | +1,245.2% | -634.2% | +6.5% |
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