+227.9%
CDL vs VT
+237.4%
-9.5%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | 0.0% | +0.4% | -0.5% | -0.4% |
| 30D | +0.6% | +1.0% | -0.4% | -0.2% |
| 3M | +6.3% | +2.4% | +4.0% | +4.0% |
| 6M | +6.8% | +12.0% | -5.2% | -3.0% |
| YTD | +18.6% | +15.3% | +3.3% | +5.2% |
| 1Y | +20.0% | +22.6% | -2.6% | +1.2% |
| 3Y | +56.4% | +74.7% | -18.2% | -2.3% |
| 5Y | +61.5% | +66.1% | -4.7% | +4.1% |
| 10Y | +185.6% | +225.0% | -39.4% | +8.5% |
| All | +227.9% | +237.4% | -9.5% | +20.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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