-42.7%
CLDX vs VT
+214.8%
-257.5%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -4.1% | -1.5% | -1.3% |
| 7D | -5.4% | -4.2% | -1.2% | -1.1% |
| 30D | -8.8% | -5.8% | -3.0% | -2.8% |
| 3M | -31.1% | -5.2% | -25.9% | -27.2% |
| 6M | -16.5% | +0.1% | -16.6% | -16.9% |
| YTD | +4.1% | +8.2% | -4.1% | -4.2% |
| 1Y | +19.1% | +10.1% | +9.0% | +7.7% |
| 3Y | +8.8% | +69.7% | -60.8% | -36.0% |
| 5Y | -38.4% | +53.4% | -91.7% | -59.9% |
| All | -42.7% | +214.8% | -257.5% | -86.1% |
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 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