+567.3%
VRT vs CLS
+1,775.5%
-1,208.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.5% | +3.0% | +3.2% |
| 7D | -21.4% | -22.2% | +0.8% | -7.8% |
| 30D | -25.8% | -44.4% | +18.6% | +5.6% |
| 3M | -33.5% | -34.3% | +0.8% | -15.5% |
| 6M | -49.0% | -50.1% | +1.0% | -26.3% |
| YTD | +12.9% | -30.1% | +43.0% | +26.9% |
| 1Y | 0.0% | -39.3% | +39.4% | +20.5% |
| 3Y | +361.8% | +732.7% | -370.9% | -7.9% |
| All | +567.3% | +1,775.5% | -1,208.2% | -26.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling