-84.5%
CLB vs VT
+345.0%
-429.5%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -4.1% | -3.4% | -2.8% |
| 7D | -14.1% | -4.2% | -10.0% | -9.9% |
| 30D | -13.3% | -5.8% | -7.5% | -7.1% |
| 3M | -18.4% | -5.2% | -13.1% | -13.1% |
| 6M | -37.1% | +0.1% | -37.3% | -37.2% |
| YTD | -44.2% | +8.2% | -52.4% | -49.5% |
| 1Y | -43.0% | +10.1% | -53.1% | -49.3% |
| 3Y | -57.4% | +69.7% | -127.0% | -76.3% |
| 5Y | -67.4% | +53.4% | -120.8% | -79.5% |
| 10Y | -89.9% | +219.2% | -309.1% | -96.7% |
| All | -84.5% | +345.0% | -429.5% | -97.0% |
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