-57.7%
CDLR vs VT
+56.2%
-113.9%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -71.4% | -4.1% | -67.3% | -65.4% |
| 7D | -72.3% | -4.2% | -68.1% | -66.6% |
| 30D | -66.4% | -5.8% | -60.6% | -58.8% |
| 3M | -67.4% | -5.2% | -62.2% | -60.2% |
| 6M | -74.4% | +0.1% | -74.6% | -70.4% |
| YTD | -60.2% | +8.2% | -68.4% | -57.0% |
| 1Y | -57.6% | +10.1% | -67.7% | -54.8% |
| All | -57.7% | +56.2% | -113.9% | -66.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling