-98.6%
CDLX vs VT
+156.1%
-254.7%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +2.6% | -9.3% | -12.1% |
| 7D | -12.3% | +0.4% | -12.7% | -13.9% |
| 30D | -11.7% | -2.6% | -9.1% | -8.4% |
| 3M | -50.1% | -3.2% | -46.9% | -47.5% |
| 6M | -71.6% | +0.9% | -72.5% | -72.8% |
| YTD | -84.2% | +11.3% | -95.5% | -87.9% |
| 1Y | -87.1% | +14.0% | -101.1% | -90.5% |
| 3Y | -97.1% | +75.8% | -172.9% | -99.1% |
| 5Y | -99.8% | +57.8% | -157.6% | -99.9% |
| All | -98.6% | +156.1% | -254.7% | -99.7% |
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