+74.0%
VTI vs CLS
+3,558.3%
-3,484.3%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.5% | +1.9% | -0.2% |
| 7D | -2.0% | +5.0% | -7.0% | -2.8% |
| 30D | -1.9% | +4.8% | -6.7% | -3.0% |
| 3M | +4.5% | -10.4% | +14.9% | +5.1% |
| 6M | +12.6% | +20.8% | -8.2% | +6.0% |
| YTD | +12.0% | +10.0% | +2.0% | +6.2% |
| 1Y | +17.3% | +28.5% | -11.2% | +6.4% |
| 3Y | +75.3% | +1,292.2% | -1,216.9% | -14.9% |
| 5Y | +74.0% | +3,616.8% | -3,542.8% | -36.7% |
| All | +74.0% | +3,558.3% | -3,484.3% | -36.7% |
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