-78.2%
CLB vs VT
+374.2%
-452.4%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | +1.5% | +0.4% | +1.0% | +0.9% |
| 30D | +14.6% | +1.0% | +13.6% | +13.4% |
| 3M | -8.1% | +2.4% | -10.5% | -10.5% |
| 6M | -24.1% | +12.0% | -36.1% | -34.0% |
| YTD | -21.6% | +15.3% | -36.9% | -34.1% |
| 1Y | +0.8% | +22.6% | -21.8% | -20.5% |
| 3Y | -49.3% | +74.7% | -123.9% | -72.8% |
| 5Y | -54.6% | +66.1% | -120.7% | -74.0% |
| 10Y | -87.7% | +225.0% | -312.7% | -96.1% |
| All | -78.2% | +374.2% | -452.4% | -96.1% |
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