-98.4%
CDLX vs VT
+149.0%
-247.4%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.1% | +4.1% | +8.5% |
| 7D | +33.5% | -4.2% | +37.7% | +44.8% |
| 30D | -15.8% | -5.8% | -10.0% | -5.3% |
| 3M | -46.5% | -5.2% | -41.2% | -40.7% |
| 6M | -73.9% | +0.1% | -74.0% | -74.6% |
| YTD | -81.0% | +8.2% | -89.2% | -84.5% |
| 1Y | -87.6% | +10.1% | -97.7% | -90.0% |
| 3Y | -98.4% | +69.7% | -168.1% | -99.5% |
| 5Y | -99.8% | +53.4% | -153.1% | -99.9% |
| All | -98.4% | +149.0% | -247.4% | -99.6% |
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