-12.5%
CLAR vs VT
+224.5%
-237.0%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | -1.3% | +0.4% | -1.8% | -1.8% |
| 30D | +12.4% | +1.0% | +11.4% | +11.2% |
| 3M | +32.0% | +2.4% | +29.6% | +27.8% |
| 6M | +21.3% | +12.0% | +9.3% | +5.6% |
| YTD | +14.8% | +15.3% | -0.6% | -3.3% |
| 1Y | +6.7% | +22.6% | -15.9% | -16.7% |
| 3Y | -44.2% | +74.7% | -118.9% | -71.2% |
| 5Y | -85.3% | +66.1% | -151.5% | -91.8% |
| All | -12.5% | +224.5% | -237.0% | -72.9% |
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