-25.1%
CLDX vs VT
+224.5%
-249.5%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | +1.4% | +0.4% | +1.0% | +0.9% |
| 30D | -3.4% | +1.0% | -4.3% | -4.4% |
| 3M | +32.6% | +2.4% | +30.2% | +29.0% |
| 6M | +34.3% | +12.0% | +22.3% | +18.8% |
| YTD | +46.1% | +15.3% | +30.8% | +25.5% |
| 1Y | +74.2% | +22.6% | +51.6% | +40.5% |
| 3Y | +37.7% | +74.7% | -36.9% | -22.3% |
| 5Y | -26.8% | +66.1% | -93.0% | -56.3% |
| All | -25.1% | +224.5% | -249.5% | -81.9% |
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 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