-100.0%
CLDI vs VT
+55.6%
-155.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -4.1% | -2.9% | -3.9% |
| 7D | +1.0% | -4.2% | +5.2% | +4.4% |
| 30D | -33.4% | -5.8% | -27.6% | -30.2% |
| 3M | -61.4% | -5.2% | -56.2% | -59.7% |
| 6M | -80.0% | +0.1% | -80.1% | -79.8% |
| YTD | -96.4% | +8.2% | -104.6% | -96.5% |
| 1Y | -97.2% | +10.1% | -107.3% | -97.3% |
| 3Y | -100.0% | +69.7% | -169.6% | -100.0% |
| 5Y | -100.0% | +53.4% | -153.4% | -100.0% |
| All | -100.0% | +55.6% | -155.6% | -100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling