+1,740.6%
VRT vs CLS
+1,620.9%
+119.7%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.5% | +3.0% | +3.2% |
| 7D | -21.4% | -22.2% | +0.8% | -9.8% |
| 30D | -25.8% | -44.4% | +18.6% | +0.6% |
| 3M | -33.5% | -34.3% | +0.8% | -18.0% |
| 6M | -49.0% | -50.1% | +1.0% | -29.6% |
| YTD | +12.9% | -30.1% | +43.0% | +27.4% |
| 1Y | 0.0% | -39.3% | +39.4% | +19.7% |
| 3Y | +361.8% | +732.7% | -370.9% | +52.1% |
| 5Y | +565.1% | +1,777.2% | -1,212.1% | +54.2% |
| All | +1,740.6% | +1,620.9% | +119.7% | +180.0% |
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