-97.3%
CDLX vs VT
+165.3%
-262.6%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | -10.0% | +0.4% | -10.4% | -10.8% |
| 30D | -11.5% | +1.0% | -12.5% | -13.2% |
| 3M | -40.7% | +2.4% | -43.0% | -43.8% |
| 6M | -59.8% | +12.0% | -71.8% | -68.9% |
| YTD | -68.5% | +15.3% | -83.9% | -77.3% |
| 1Y | -60.7% | +22.6% | -83.3% | -74.2% |
| 3Y | -97.9% | +74.7% | -172.6% | -99.3% |
| 5Y | -99.6% | +66.1% | -165.8% | -99.8% |
| All | -97.3% | +165.3% | -262.6% | -99.5% |
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