-21.2%
CLAR vs VT
+69.4%
-90.6%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -4.1% | +0.2% | +1.0% |
| 7D | -5.3% | -4.2% | -1.2% | -0.6% |
| 30D | +23.9% | -5.8% | +29.7% | +32.9% |
| 3M | +27.4% | -5.2% | +32.6% | +35.8% |
| 6M | +53.7% | +0.1% | +53.6% | +52.4% |
| YTD | +30.1% | +8.2% | +21.9% | +17.4% |
| 1Y | +28.0% | +10.1% | +17.9% | +13.0% |
| All | -21.2% | +69.4% | -90.6% | -66.9% |
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 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