-41.1%
CLAR vs VT
+75.0%
-116.1%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +27.9% |
| 6M | +21.3% | +12.0% | +9.3% | +5.5% |
| YTD | +14.8% | +15.3% | -0.6% | -3.5% |
| 1Y | +6.7% | +22.6% | -15.9% | -17.0% |
| All | -41.1% | +75.0% | -116.1% | -69.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling