+57.3%
CLBK vs VT
+142.1%
-84.7%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.1% | +2.6% | +1.5% |
| 7D | +2.5% | -4.2% | +6.7% | +5.6% |
| 30D | -1.2% | -5.8% | +4.6% | +3.1% |
| 3M | +2.6% | -5.2% | +7.8% | +6.5% |
| 6M | +26.5% | +0.1% | +26.4% | +25.6% |
| YTD | +56.4% | +8.2% | +48.2% | +46.2% |
| 1Y | +58.8% | +10.1% | +48.7% | +46.4% |
| 3Y | +43.3% | +69.7% | -26.4% | -3.4% |
| 5Y | +24.0% | +53.4% | -29.3% | -10.4% |
| All | +57.3% | +142.1% | -84.7% | -21.5% |
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