+2,723.0%
VRT vs CLS
+2,500.7%
+222.3%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.8% | +3.5% | +3.9% |
| 7D | +9.1% | +4.6% | +4.6% | +6.3% |
| 30D | +0.9% | -13.9% | +14.8% | +7.5% |
| 3M | -13.4% | -26.6% | +13.2% | -1.0% |
| 6M | +11.7% | +15.4% | -3.7% | -0.9% |
| YTD | +73.2% | +5.7% | +67.6% | +57.8% |
| 1Y | +123.4% | +41.1% | +82.3% | +70.1% |
| 3Y | +606.2% | +1,228.6% | -622.4% | +83.7% |
| 5Y | +899.9% | +3,240.6% | -2,340.7% | +76.6% |
| All | +2,723.0% | +2,500.7% | +222.3% | +246.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling