+17.3%
VTI vs CLS
+28.7%
-11.4%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.5% | +1.9% | -0.4% |
| 7D | -2.0% | +5.0% | -7.0% | -2.5% |
| 30D | -1.9% | +4.8% | -6.7% | -2.5% |
| 3M | +4.5% | -10.4% | +14.9% | +4.9% |
| 6M | +12.6% | +20.8% | -8.2% | +8.9% |
| YTD | +12.0% | +10.0% | +2.0% | +8.6% |
| 1Y | +17.3% | +28.5% | -11.2% | +12.0% |
| All | +17.3% | +28.7% | -11.4% | +12.0% |
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 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