+14.9%
VTI vs CLS
-28.7%
+43.6%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -9.1% | +10.6% | +2.3% |
| 7D | -0.6% | -21.1% | +20.6% | +1.4% |
| 30D | -1.0% | -38.2% | +37.3% | +3.1% |
| 3M | -0.8% | -36.3% | +35.5% | +2.6% |
| 6M | +7.1% | -43.8% | +50.9% | +11.3% |
| YTD | +13.4% | -20.0% | +33.4% | +12.5% |
| 1Y | +14.9% | -29.6% | +44.5% | +14.9% |
| All | +14.9% | -28.7% | +43.6% | +14.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling